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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Crude Oil(NYM) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   26 27 28 29 29 29 30 30 30 30 30
Closed Higher   13 13 18 17 15 13 14 13 17 18 21
Exceeded High   10 13 16 15 13 9 12 13 16 16 17
Scenario Percentage   77% 100% 89% 88% 87% 69% 86% 100% 94% 89% 81%
Avg Max Increase   9.74% 8.14% 9.70% 9.64% 7.13% 10.28% 12.59% 11.30% 12.52% 14.57% 8.82%
Max Increase   19.67% 19.00% 47.75% 33.91% 22.30% 17.51% 24.18% 27.19% 32.58% 43.26% 25.31%
Avg Days To Max Increase   20 20 20 15 14 23 15 17 15 13 14
Avg Max Decline   -1.39% -1.84% -1.02% -1.54% -2.62% -3.09% -2.32% -2.81% -3.41% -1.83% -1.95%
Max Decline   -7.04% -11.71% -8.10% -7.53% -11.42% -9.01% -8.59% -10.12% -12.77% -6.76% -6.88%
Avg Days to Max Decline   8 7 9 7 5 11 5 11 10 7 3
2013 Contract Condition     Yes Yes Yes     Yes Yes Yes   Yes
Action     Yes Yes Yes     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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   26 27 28 29 29 29 30 30 30 30 30
Closed Lower   13 14 10 12 14 16 16 17 13 12 9
Penetrated Low   9 11 5 7 11 15 13 11 7 6 5
Scenario Percentage   69% 79% 50% 58% 79% 94% 81% 65% 54% 50% 56%
Avg Max Decline   7.42% 7.00% 13.90% 15.10% 12.47% 11.77% 15.15% 16.34% 17.95% 10.98% 8.70%
Max Decline   10.52% 18.68% 26.20% 45.01% 48.41% 42.05% 31.02% 44.68% 45.53% 28.26% 19.87%
Avg Days To Max Decline   16 15 21 18 17 19 18 18 14 13 7
Avg Max Increase   -0.17% -1.13% -3.05% -1.49% -1.98% -3.24% -1.92% -4.12% -2.03% -5.04% -2.91%
Max Increase   -2.07% -6.60% -11.04% -11.54% -13.79% -7.53% -13.18% -12.22% -7.03% -11.53% -9.40%
Avg Days to Max Increase   2 7 15 9 13 9 10 11 5 14 2
2013 Contract Condition   Yes       Yes Yes       Yes  
Action   Yes       Yes Yes       Yes  
High 107.21 106.09 88.45 94.50 99.30 101.54 95.57 91.71 93.25 99.01 99.11 97.35
Low 102.92 88.40 81.00 85.75 89.67 91.14 87.28 86.89 87.62 92.80 91.98 89.78
Close/Last 105.01 88.44 88.45 90.45 98.18 94.11 88.72 91.12 93.16 98.41 92.46 97.23

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