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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, 2015
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   27 28 29 30 30 30 31 31 31 31 31
Closed Higher   13 14 19 18 15 13 14 14 17 19 21
Exceeded High   10 14 17 15 13 9 12 14 16 17 17
Scenario Percentage   77% 100% 89% 83% 87% 69% 86% 100% 94% 89% 81%
Avg Max Increase   9.74% 8.38% 9.44% 9.64% 7.13% 10.28% 12.59% 10.83% 12.52% 13.89% 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 18 15 13 14
Avg Max Decline   -1.39% -1.66% -1.06% -1.54% -2.62% -3.09% -2.32% -3.09% -3.41% -2.01% -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 6 9 7 5 11 5 11 10 7 3
2014 Contract Condition     Yes Yes Yes       Yes   Yes  
Action     Yes Yes No       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   27 28 29 30 30 30 31 31 31 31 31
Closed Lower   14 14 10 12 15 17 17 17 14 12 10
Penetrated Low   9 11 5 7 12 16 14 11 7 6 5
Scenario Percentage   64% 79% 50% 58% 80% 94% 82% 65% 50% 50% 50%
Avg Max Decline   7.42% 7.00% 13.90% 15.10% 11.85% 11.25% 14.22% 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 18 19 17 18 14 13 7
Avg Max Increase   -0.17% -1.13% -3.05% -1.49% -2.06% -3.03% -2.26% -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 8 12 11 5 14 2
2014 Contract Condition   Yes       Yes Yes Yes   Yes   Yes
Action   No       Yes Yes Yes   No   Not Yet
High 94.11 93.10 94.68 97.30 101.55 100.38 100.11 95.58 99.53 98.42 102.68 104.48
Low 85.34 87.66 88.73 91.84 94.78 96.19 94.51 92.38 93.17 91.35 94.62 97.00
Close/Last 90.20 89.40 91.17 96.50 98.94 97.27 95.61 93.29 97.99 95.80 101.89 101.58

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