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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 Sep 16, 2022
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   35 36 37 38 38 38 39 39 39 39 39
Closed Higher   18 20 23 22 19 17 18 19 21 24 25
Exceeded High   14 18 20 17 17 11 16 19 20 21 19
Scenario Percentage   78% 90% 87% 77% 89% 65% 89% 100% 95% 88% 76%
Avg Max Increase   9.44% 7.76% 8.99% 9.95% 7.36% 10.75% 13.25% 12.36% 14.75% 13.74% 7.77%
Max Increase   19.67% 19.00% 47.75% 33.91% 22.30% 17.51% 24.18% 33.13% 48.65% 38.62% 19.70%
Avg Days To Max Increase   18 20 21 14 14 24 14 17 16 12 12
Avg Max Decline   -1.42% -1.91% -1.90% -1.72% -2.31% -2.61% -2.08% -2.75% -3.59% -2.77% -1.74%
Max Decline   -7.04% -11.71% -12.77% -7.53% -11.42% -9.01% -8.59% -10.12% -12.77% -15.55% -6.88%
Avg Days to Max Decline   7 8 10 6 5 9 5 9 9 7 2
2022 Contract Condition   Yes Yes Yes   Yes Yes   Yes Yes Yes Yes
Action   Yes Yes Yes   Yes No   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   35 36 37 38 38 38 39 39 39 39 39
Closed Lower   17 16 14 16 19 21 21 20 18 15 14
Penetrated Low   12 12 9 9 16 20 18 13 10 7 6
Scenario Percentage   71% 75% 64% 56% 84% 95% 86% 65% 56% 47% 43%
Avg Max Decline   8.21% 9.01% 11.40% 14.23% 12.13% 12.95% 15.88% 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 16 19 18 19 17 14 8
Avg Max Increase   -0.56% -0.90% -1.83% -2.26% -2.47% -2.69% -2.77% -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 9 10 8 13 2
2022 Contract Condition         Yes     Yes        
Action         No     Yes        
High 60.10 62.60 67.78 68.93 68.11 73.12 78.67 77.88 76.02 86.03 98.44 126.52
Low 55.06 58.17 61.63 61.38 59.58 64.95 71.10 63.25 61.67 73.19 83.58 92.20
Close/Last 58.85 61.58 67.05 68.30 66.01 71.77 76.27 64.81 73.94 85.11 93.50 100.28

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