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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Crude Oil(NYM) as of Jan 21, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   35 36 37 37 37 37 37 38 38 38 38
Closed Higher   24 18 19 23 22 18 16 19 19 20 21
Exceeded High   20 12 17 20 16 16 11 17 19 16 16
Scenario Percentage   83% 67% 89% 87% 73% 89% 69% 89% 100% 80% 76%
Avg Max Increase   6.68% 9.49% 7.96% 9.46% 11.20% 7.80% 11.38% 13.13% 11.90% 14.04% 9.50%
Max Increase   30.99% 20.17% 19.95% 52.11% 37.03% 23.10% 19.04% 26.67% 35.74% 30.53% 32.71%
Avg Days To Max Increase   13 15 20 21 14 14 24 15 18 13 12
Avg Max Decline   -1.36% -1.15% -2.06% -1.95% -1.84% -2.42% -2.57% -2.49% -3.00% -3.82% -1.46%
Max Decline   -4.76% -4.14% -12.26% -12.93% -8.69% -12.12% -8.10% -8.69% -10.65% -13.62% -4.72%
Avg Days to Max Decline   6 7 9 9 9 5 9 5 10 8 2
2021 Contract Condition     Yes Yes Yes Yes     Yes Yes Yes Yes
Action     Yes Yes Yes No     Yes Yes Yes Yes
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   35 36 37 37 37 37 37 38 38 38 38
Closed Lower   11 17 18 14 15 17 21 19 19 18 17
Penetrated Low   6 12 13 9 8 14 20 16 12 11 9
Scenario Percentage   55% 71% 72% 64% 53% 82% 95% 84% 63% 61% 53%
Avg Max Decline   6.17% 8.44% 9.24% 11.70% 16.17% 12.89% 13.60% 16.41% 18.78% 21.04% 12.95%
Max Decline   12.93% 18.16% 31.93% 26.53% 45.37% 49.17% 43.57% 35.76% 48.16% 62.35% 56.52%
Avg Days To Max Decline   19 16 18 19 16 14 19 19 18 13 12
Avg Max Increase   -2.60% -0.57% -1.81% -2.14% -2.92% -2.05% -2.77% -2.95% -3.90% -3.48% -2.61%
Max Increase   -6.17% -2.09% -8.81% -11.96% -12.63% -11.35% -8.69% -13.41% -12.44% -12.37% -8.71%
Avg Days to Max Increase   17 3 9 10 8 5 7 11 11 7 3
2021 Contract Condition   Yes         Yes Yes        
Action   No         Yes Yes        
High 49.10 38.10 38.05 42.12 43.22 45.23 44.94 42.87 46.53 49.56 53.85 63.81
Low 30.63 28.15 30.22 36.65 39.81 41.70 38.97 36.51 35.53 44.41 47.43 51.53
Close/Last 35.52 32.17 37.93 40.08 42.20 44.28 41.78 37.40 45.74 48.69 52.08 61.50

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