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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 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   34 35 37 37 38 38 39 39 39 40 40
Closed Higher   23 19 17 17 18 19 21 24 25 25 20
Exceeded High   21 15 17 11 16 19 20 22 23 23 15
Scenario Percentage   91% 79% 100% 65% 89% 100% 95% 92% 92% 92% 75%
Avg Max Increase   7.68% 9.85% 6.73% 9.84% 12.20% 11.25% 13.38% 12.18% 11.21% 9.63% 9.23%
Max Increase   38.98% 29.27% 21.25% 15.58% 22.63% 29.12% 40.79% 31.23% 26.09% 26.92% 15.13%
Avg Days To Max Increase   18 13 12 22 15 17 16 17 15 11 14
Avg Max Decline   -1.69% -1.33% -2.30% -2.15% -1.99% -2.34% -3.23% -2.46% -3.39% -2.43% -1.81%
Max Decline   -12.27% -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   10 8 4 9 5 8 8 9 9 6 4
2022 Contract Condition   Yes   Yes Yes   Yes Yes Yes Yes Yes Yes
Action   Yes   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   34 35 37 37 38 38 39 39 39 40 40
Closed Lower   11 16 20 20 20 19 18 15 14 14 20
Penetrated Low   7 10 17 19 17 13 10 7 8 8 14
Scenario Percentage   64% 63% 85% 95% 85% 68% 56% 47% 57% 57% 70%
Avg Max Decline   13.13% 12.70% 11.06% 12.11% 15.14% 15.76% 19.77% 17.64% 14.66% 11.46% 8.73%
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 19 19 18 14 14 16 15
Avg Max Increase   -1.75% -2.35% -2.54% -2.41% -2.68% -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 9 8 7 14 7 10 4
2022 Contract Condition     Yes     Yes            
Action     No     Yes            
High 66.84 67.75 67.29 71.79 77.11 76.16 74.80 83.56 93.97 116.43 107.97 119.98
Low 62.02 60.73 58.94 64.20 69.90 62.58 61.32 72.20 81.33 88.53 92.14 96.93
Close/Last 66.01 67.18 65.15 70.53 74.63 64.13 72.78 82.70 88.72 96.88 102.94 114.67

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