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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 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   32 34 36 37 37 37 38 38 39 39 39
Closed Higher   18 15 16 18 18 19 23 26 24 19 21
Exceeded High   15 13 10 16 17 17 21 23 21 16 16
Scenario Percentage   83% 87% 63% 89% 94% 89% 91% 88% 88% 84% 76%
Avg Max Increase   9.42% 7.34% 10.50% 11.72% 10.33% 12.42% 10.72% 10.50% 9.44% 11.10% 6.45%
Max Increase   28.65% 20.96% 14.74% 22.27% 27.81% 29.04% 27.22% 24.96% 28.31% 18.91% 13.21%
Avg Days To Max Increase   15 14 25 15 18 17 19 15 15 14 12
Avg Max Decline   -1.38% -1.42% -2.43% -1.85% -2.02% -3.34% -2.29% -3.35% -2.91% -2.31% -1.40%
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 14 5 8 9 9 8 10 5 4
2021 Contract Condition   Yes     Yes Yes Yes Yes   Yes Yes Yes
Action   No     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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   32 34 36 37 37 37 38 38 39 39 39
Closed Lower   14 19 20 19 19 18 15 12 15 20 18
Penetrated Low   8 17 19 16 13 10 8 7 8 15 10
Scenario Percentage   57% 89% 95% 84% 68% 56% 53% 58% 53% 75% 56%
Avg Max Decline   13.27% 10.74% 11.65% 15.19% 15.11% 18.84% 14.62% 13.62% 10.11% 11.11% 7.71%
Max Decline   43.39% 45.17% 38.13% 31.33% 38.92% 53.09% 55.28% 31.92% 21.18% 18.58% 16.28%
Avg Days To Max Decline   13 16 18 21 18 18 12 14 20 15 14
Avg Max Increase   -2.17% -2.24% -2.52% -1.93% -2.72% -3.63% -3.97% -5.56% -4.35% -1.53% -2.08%
Max Increase   -9.16% -14.20% -6.80% -11.92% -9.25% -10.85% -10.55% -20.34% -10.62% -4.03% -7.85%
Avg Days to Max Increase   10 8 8 11 7 7 12 8 14 4 3
2021 Contract Condition     Yes Yes         Yes      
Action     Yes Yes         No      
High 43.50 45.85 45.60 43.37 46.25 49.19 52.82 61.82 65.81 64.96 67.28 74.45
Low 40.78 43.11 40.29 37.68 37.08 44.64 47.39 50.64 56.92 57.42 61.36 66.18
Close/Last 42.90 44.90 42.64 38.58 45.65 48.37 51.00 59.46 58.69 63.14 66.10 73.47

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