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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Crude Oil(NYM) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   28 30 32 33 33 33 34 34 35 35 35
Closed Higher   16 13 14 15 15 16 21 24 21 17 17
Exceeded High   14 11 8 13 14 14 19 21 19 14 13
Scenario Percentage   88% 85% 57% 87% 93% 88% 90% 88% 90% 82% 76%
Avg Max Increase   9.20% 7.25% 10.06% 10.82% 9.49% 11.95% 10.63% 10.40% 9.00% 10.36% 7.13%
Max Increase   28.65% 20.96% 14.74% 22.27% 21.37% 26.54% 27.22% 24.96% 28.31% 18.91% 13.21%
Avg Days To Max Increase   16 16 24 15 18 16 19 15 14 14 13
Avg Max Decline   -1.29% -1.41% -2.98% -2.00% -2.15% -3.10% -2.14% -3.48% -2.70% -2.42% -1.17%
Max Decline   -4.92% -7.41% -9.42% -8.41% -9.24% -10.57% -14.27% -11.02% -9.71% -7.11% -4.21%
Avg Days to Max Decline   9 6 17 5 9 9 10 9 7 6 4
2017 Contract Condition   Yes Yes   Yes Yes   Yes        
Action   Yes Yes   Yes Yes   No        
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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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   28 30 32 33 33 33 34 34 35 35 35
Closed Lower   12 17 18 18 18 17 13 10 14 18 18
Penetrated Low   7 15 17 15 13 9 7 6 8 13 10
Scenario Percentage   58% 88% 94% 83% 72% 53% 54% 60% 57% 72% 56%
Avg Max Decline   14.38% 11.04% 10.87% 15.27% 15.11% 15.04% 8.81% 10.57% 10.11% 12.01% 7.71%
Max Decline   43.39% 45.17% 38.13% 31.33% 38.92% 42.72% 28.07% 17.44% 21.18% 18.58% 16.28%
Avg Days To Max Decline   15 18 19 21 18 18 11 13 20 16 14
Avg Max Increase   -1.40% -2.34% -2.60% -1.54% -2.72% -3.37% -3.40% -3.10% -4.35% -1.57% -2.08%
Max Increase   -9.16% -14.20% -6.80% -11.92% -9.25% -10.85% -10.55% -7.75% -10.62% -4.03% -7.85%
Avg Days to Max Increase   9 9 8 11 7 5 14 8 14 5 3
2017 Contract Condition       Yes     Yes   Yes Yes Yes Yes
Action       Yes     Yes   Yes Yes Yes Not Yet
High 53.60 53.02 52.19 54.77 53.35 57.30 58.30 56.30 55.56 54.63 52.22 49.40
Low 46.14 45.29 47.44 50.21 46.95 52.63 54.45 53.50 48.29 48.80 44.45 42.05
Close/Last 47.01 48.94 51.82 50.39 53.06 56.90 54.90 55.17 51.66 49.85 48.56 46.04

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