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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   26 27 29 29 30 30 31 31 31 32 32
Closed Higher   19 15 13 13 14 14 17 19 21 19 16
Exceeded High   18 13 13 9 12 14 16 18 19 18 11
Scenario Percentage   95% 87% 100% 69% 86% 100% 94% 95% 90% 95% 69%
Avg Max Increase   7.94% 9.48% 6.42% 9.22% 11.42% 9.85% 11.38% 11.25% 9.87% 9.06% 8.86%
Max Increase   38.98% 29.27% 21.25% 15.58% 22.63% 22.30% 28.77% 28.56% 26.09% 26.92% 14.79%
Avg Days To Max Increase   17 15 13 20 16 17 16 17 13 10 12
Avg Max Decline   -0.91% -1.08% -2.63% -2.53% -2.25% -2.63% -3.03% -1.76% -3.20% -2.00% -1.58%
Max Decline   -7.82% -5.67% -12.09% -8.73% -8.47% -8.56% -11.08% -5.36% -11.47% -7.16% -4.51%
Avg Days to Max Decline   9 9 5 11 5 10 8 9 10 5 4
2014 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   26 27 29 29 30 30 31 31 31 32 32
Closed Lower   7 12 16 16 16 16 14 12 10 12 16
Penetrated Low   4 8 13 15 13 11 7 6 6 7 11
Scenario Percentage   57% 67% 81% 94% 81% 69% 50% 50% 60% 58% 69%
Avg Max Decline   15.99% 13.14% 10.69% 10.30% 13.67% 15.13% 17.21% 10.27% 10.91% 10.75% 8.12%
Max Decline   25.80% 44.30% 46.58% 39.56% 28.64% 40.73% 43.39% 27.71% 17.47% 28.63% 24.87%
Avg Days To Max Decline   24 14 17 19 19 18 17 12 13 14 13
Avg Max Increase   -3.06% -1.57% -2.26% -2.71% -2.16% -3.73% -2.42% -4.46% -2.67% -4.42% -1.39%
Max Increase   -9.32% -10.57% -13.94% -7.00% -12.54% -11.80% -6.85% -11.25% -9.27% -10.98% -3.58%
Avg Days to Max Increase   13 10 11 10 12 9 4 16 6 8 4
2014 Contract Condition       Yes Yes Yes   Yes   Yes Yes  
Action       Yes Yes Yes   No   No Not Yet  
High 93.59 95.61 99.49 98.28 98.67 94.72 97.59 96.75 100.75 102.27 103.11 104.50
Low 88.01 90.41 93.93 95.10 93.36 91.97 93.15 90.40 92.85 95.73 97.30 98.10
Close/Last 90.26 95.09 96.95 95.62 94.49 92.83 96.45 93.87 99.96 99.90 99.11 102.71

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