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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 Jun 30, 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   36 37 38 38 38 38 38 39 39 39 39
Closed Higher   25 19 20 24 22 19 17 19 20 21 22
Exceeded High   21 13 18 21 16 17 11 17 20 17 17
Scenario Percentage   84% 68% 90% 88% 73% 89% 65% 89% 100% 81% 77%
Avg Max Increase   7.10% 9.71% 7.69% 9.35% 11.20% 7.92% 11.38% 13.13% 13.06% 16.20% 11.08%
Max Increase   30.99% 20.17% 19.95% 52.11% 37.03% 23.10% 19.04% 26.67% 35.74% 50.88% 36.34%
Avg Days To Max Increase   14 14 19 21 14 14 24 15 18 13 11
Avg Max Decline   -1.35% -1.05% -2.03% -2.48% -1.84% -2.32% -2.57% -2.49% -2.90% -3.71% -1.39%
Max Decline   -4.76% -4.14% -12.26% -13.02% -8.69% -12.12% -8.10% -8.69% -10.65% -13.62% -4.72%
Avg Days to Max Decline   7 7 9 9 9 5 9 5 10 8 2
2022 Contract Condition   Yes Yes Yes Yes   Yes Yes   Yes Yes Yes
Action   Yes Yes Yes Yes   Yes No   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   36 37 38 38 38 38 38 39 39 39 39
Closed Lower   11 17 18 14 16 17 21 20 19 18 17
Penetrated Low   6 12 13 9 8 14 20 17 12 11 9
Scenario Percentage   55% 71% 72% 64% 50% 82% 95% 85% 63% 61% 53%
Avg Max Decline   6.17% 8.44% 9.24% 11.70% 16.17% 12.89% 13.60% 15.74% 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 18 18 13 12
Avg Max Increase   -2.60% -0.57% -1.81% -2.14% -2.92% -2.05% -2.77% -3.07% -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 10 11 7 3
2022 Contract Condition           Yes     Yes      
Action           No     Yes      
High 59.92 60.81 63.05 68.41 69.59 68.38 73.75 79.54 79.00 76.58 87.36 100.54
Low 54.09 55.28 58.49 62.03 61.75 59.90 65.30 71.75 63.55 61.84 73.64 84.92
Close/Last 55.31 59.21 61.97 67.60 68.87 66.42 72.38 77.25 65.15 74.45 86.49 95.72

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