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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 Nov 09, 2020
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   33 34 35 36 36 36 37 37 37 37 37
Closed Higher   16 18 21 21 18 16 17 17 19 22 24
Exceeded High   12 16 18 17 16 11 15 17 18 19 20
Scenario Percentage   75% 89% 86% 81% 89% 69% 88% 100% 95% 86% 83%
Avg Max Increase   8.90% 7.75% 9.20% 9.95% 7.22% 10.75% 12.98% 10.07% 11.98% 13.57% 8.80%
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   19 20 21 14 14 24 14 16 17 13 13
Avg Max Decline   -1.37% -2.02% -1.34% -1.72% -2.39% -2.61% -2.04% -2.87% -3.83% -2.87% -2.06%
Max Decline   -7.04% -11.71% -8.10% -7.53% -11.42% -9.01% -8.59% -10.12% -12.77% -15.55% -8.09%
Avg Days to Max Decline   7 8 9 6 5 9 5 10 10 8 2
2020 Contract Condition     Yes Yes     Yes Yes Yes      
Action     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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   33 34 35 36 36 36 37 37 37 37 37
Closed Lower   17 16 14 15 18 20 20 20 18 15 13
Penetrated Low   12 12 9 9 15 19 17 13 10 7 6
Scenario Percentage   71% 75% 64% 60% 83% 95% 85% 65% 56% 47% 46%
Avg Max Decline   8.21% 9.01% 11.40% 14.23% 11.99% 13.39% 16.53% 17.10% 21.33% 18.20% 9.83%
Max Decline   17.40% 31.17% 26.20% 45.01% 48.41% 42.05% 34.38% 44.68% 62.78% 61.48% 19.87%
Avg Days To Max Decline   16 16 19 16 17 20 19 19 17 14 8
Avg Max Increase   -0.56% -0.90% -1.83% -2.26% -2.48% -2.63% -2.64% -3.96% -3.49% -5.55% -9.47%
Max Increase   -2.10% -6.60% -11.04% -11.54% -13.79% -7.53% -13.18% -12.22% -12.00% -11.53% -42.24%
Avg Days to Max Increase   2 6 10 9 11 7 10 10 8 13 2
2020 Contract Condition   Yes     Yes Yes       Yes Yes Yes
Action   Yes     Yes Yes       Yes Yes Yes
High 62.59 61.44 57.60 58.98 56.62 58.00 55.92 57.58 61.33 64.39 54.82 48.82
Low 59.45 52.31 50.36 53.80 49.91 51.08 49.67 53.26 54.55 51.18 44.07 19.27
Close/Last 61.21 52.73 56.53 57.15 52.79 52.12 53.31 54.45 59.97 51.77 44.94 20.48

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