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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, 2018
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   30 31 32 33 33 33 34 34 34 34 34
Closed Higher   15 16 19 20 16 14 15 15 17 21 22
Exceeded High   12 14 17 16 14 9 13 15 16 18 17
Scenario Percentage   80% 88% 89% 80% 88% 64% 87% 100% 94% 86% 77%
Avg Max Increase   8.90% 8.38% 9.44% 9.81% 7.06% 10.28% 12.37% 10.28% 12.52% 12.78% 7.81%
Max Increase   19.67% 19.00% 47.75% 33.91% 22.30% 17.51% 24.18% 27.19% 32.58% 38.62% 19.70%
Avg Days To Max Increase   19 20 20 15 14 23 14 17 15 13 12
Avg Max Decline   -1.37% -1.66% -1.06% -1.64% -2.47% -3.09% -2.20% -3.05% -3.41% -2.76% -1.67%
Max Decline   -7.04% -11.71% -8.10% -7.53% -11.42% -9.01% -8.59% -10.12% -12.77% -15.55% -6.88%
Avg Days to Max Decline   7 6 9 6 5 11 5 11 10 8 2
2017 Contract Condition   Yes Yes   Yes Yes   Yes Yes   Yes  
Action   Yes No   Yes Yes   Yes Yes   Not Yet  
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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   30 31 32 33 33 33 34 34 34 34 34
Closed Lower   15 15 13 13 17 19 19 19 17 13 12
Penetrated Low   10 12 8 8 14 18 16 13 9 6 5
Scenario Percentage   67% 80% 62% 62% 82% 95% 84% 68% 53% 46% 42%
Avg Max Decline   8.42% 9.01% 12.28% 15.27% 12.51% 12.23% 16.59% 17.10% 16.73% 10.98% 8.70%
Max Decline   17.40% 31.17% 26.20% 45.01% 48.41% 42.05% 34.38% 44.68% 45.53% 28.26% 19.87%
Avg Days To Max Decline   17 16 20 18 18 19 18 19 15 13 7
Avg Max Increase   -0.36% -0.90% -1.89% -1.31% -2.57% -2.78% -2.34% -3.96% -3.22% -5.04% -2.91%
Max Increase   -2.10% -6.60% -11.04% -11.54% -13.79% -7.53% -13.18% -12.22% -12.00% -11.53% -9.40%
Avg Days to Max Increase   3 6 11 8 12 7 10 10 6 14 2
2017 Contract Condition       Yes     Yes     Yes   Yes
Action       Yes     Yes     Yes   Not Yet
High 49.33 52.26 53.69 53.12 52.52 51.48 54.24 52.78 57.10 57.50 55.45 54.85
Low 41.34 46.69 49.29 45.22 44.33 46.75 49.31 45.77 52.00 53.16 52.40 47.01
Close/Last 48.84 51.47 52.01 46.22 48.29 51.14 49.55 52.39 56.05 53.94 54.43 50.60

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