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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 21, 2022
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   33 34 36 36 37 37 38 38 38 39 39
Closed Higher   22 19 16 16 18 18 20 23 24 24 19
Exceeded High   20 15 16 11 16 18 19 21 22 22 14
Scenario Percentage   91% 79% 100% 69% 89% 100% 95% 91% 92% 92% 74%
Avg Max Increase   7.72% 9.85% 6.57% 9.84% 12.20% 10.26% 11.94% 11.28% 10.64% 9.27% 9.51%
Max Increase   38.98% 29.27% 21.25% 15.58% 22.63% 28.75% 29.74% 28.56% 26.09% 26.92% 15.13%
Avg Days To Max Increase   18 13 12 22 15 17 17 18 14 11 15
Avg Max Decline   -1.16% -1.33% -2.39% -2.15% -1.99% -2.43% -3.31% -2.57% -3.32% -2.27% -1.72%
Max Decline   -7.82% -5.67% -12.09% -8.73% -8.47% -8.56% -11.08% -14.39% -11.47% -7.16% -4.51%
Avg Days to Max Decline   9 8 4 9 5 9 8 9 9 6 4
2021 Contract Condition   Yes Yes     Yes Yes Yes Yes   Yes Yes
Action   Yes No     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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   33 34 36 36 37 37 38 38 38 39 39
Closed Lower   11 15 20 20 19 19 18 15 14 14 20
Penetrated Low   7 10 17 19 16 13 10 7 8 8 14
Scenario Percentage   64% 67% 85% 95% 84% 68% 56% 47% 57% 57% 70%
Avg Max Decline   13.13% 12.70% 11.06% 12.11% 15.81% 15.76% 19.77% 17.64% 14.66% 11.46% 8.83%
Max Decline   25.80% 44.30% 46.58% 39.56% 32.04% 40.73% 55.60% 61.82% 37.63% 28.63% 24.87%
Avg Days To Max Decline   21 13 16 19 20 19 18 14 14 16 15
Avg Max Increase   -1.75% -2.35% -2.54% -2.41% -2.57% -3.54% -3.71% -5.00% -6.12% -4.47% -1.60%
Max Increase   -9.32% -10.99% -13.94% -7.00% -12.54% -11.80% -11.46% -11.25% -27.05% -10.98% -4.16%
Avg Days to Max Increase   9 9 9 9 10 8 7 14 7 10 4
2021 Contract Condition       Yes Yes         Yes    
Action       Yes Yes         No    
High 42.26 43.52 45.69 45.47 43.33 46.38 49.35 53.12 62.47 66.61 65.32 67.52
Low 37.25 40.19 42.31 39.97 37.49 36.69 44.59 47.46 50.85 57.18 57.62 61.56
Close/Last 40.36 42.76 44.78 42.47 38.35 45.72 48.52 51.34 60.12 59.03 63.48 66.32

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