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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Crude Oil(NYM) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   30 32 34 34 34 34 35 35 35 35 36
Closed Higher   16 20 19 16 15 16 16 19 21 23 22
Exceeded High   15 18 14 15 10 14 16 18 18 22 16
Scenario Percentage   94% 90% 74% 94% 67% 88% 100% 95% 86% 96% 73%
Avg Max Increase   7.74% 8.72% 10.74% 7.29% 9.82% 12.12% 9.70% 11.13% 12.21% 11.15% 7.47%
Max Increase   19.13% 43.12% 30.49% 22.29% 16.58% 23.16% 24.05% 31.02% 29.08% 27.52% 28.94%
Avg Days To Max Increase   19 20 16 13 24 15 17 16 17 13 12
Avg Max Decline   -1.94% -1.71% -1.90% -2.46% -2.79% -2.32% -2.66% -3.50% -2.53% -3.38% -1.91%
Max Decline   -12.23% -8.47% -6.96% -11.29% -8.76% -8.80% -9.65% -11.76% -14.69% -10.69% -6.38%
Avg Days to Max Decline   7 10 8 5 9 6 10 8 8 6 2
2018 Contract Condition     Yes   Yes Yes Yes Yes Yes   Yes Yes
Action     Yes   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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   30 32 34 34 34 34 35 35 35 35 36
Closed Lower   14 12 15 18 19 18 19 16 14 12 14
Penetrated Low   10 8 8 15 18 15 13 8 6 9 7
Scenario Percentage   71% 67% 53% 83% 95% 83% 68% 50% 43% 75% 50%
Avg Max Decline   8.84% 12.20% 15.45% 12.08% 11.75% 16.58% 16.34% 17.37% 10.66% 12.01% 7.88%
Max Decline   30.84% 26.05% 44.79% 47.55% 40.74% 33.14% 42.29% 44.01% 28.16% 21.58% 18.78%
Avg Days To Max Decline   15 20 16 18 20 19 18 16 12 13 12
Avg Max Increase   -0.65% -2.58% -1.73% -2.91% -2.72% -2.39% -3.90% -3.31% -4.75% -3.06% -2.00%
Max Increase   -3.75% -10.14% -11.15% -14.59% -7.31% -12.88% -12.23% -11.81% -11.53% -9.41% -6.80%
Avg Days to Max Increase   5 11 8 10 7 11 8 7 15 8 3
2018 Contract Condition   Yes   Yes           Yes    
Action   No   No           No    
High 52.28 49.88 50.77 50.84 53.09 54.73 57.94 60.20 65.52 65.18 66.37 69.55
Low 46.06 44.43 45.82 47.49 49.35 50.22 53.90 55.71 59.75 57.29 59.67 61.86
Close/Last 49.13 48.11 50.56 49.82 52.05 54.36 56.82 60.06 63.96 61.14 64.87 68.57

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