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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   26 28 29 29 31 31 31 32 32 32 32
Closed Higher   12 12 13 14 17 18 23 20 15 17 21
Exceeded High   10 7 11 14 16 17 21 17 12 15 18
Scenario Percentage   83% 58% 85% 100% 94% 94% 91% 85% 80% 88% 86%
Avg Max Increase   7.20% 8.51% 9.51% 9.44% 10.38% 10.43% 8.93% 8.80% 10.64% 9.99% 8.46%
Max Increase   21.09% 14.18% 17.87% 20.30% 24.34% 25.29% 23.85% 29.55% 18.59% 16.41% 40.41%
Avg Days To Max Increase   14 23 15 19 17 17 14 15 20 9 10
Avg Max Decline   -1.13% -2.95% -1.99% -2.36% -2.81% -1.16% -3.03% -2.24% -2.92% -2.35% -0.79%
Max Decline   -5.19% -9.17% -7.94% -8.33% -10.21% -4.50% -11.27% -8.44% -9.48% -12.43% -3.77%
Avg Days to Max Decline   5 16 6 10 9 10 10 7 9 12 1
2014 Contract Condition         Yes   Yes Yes   Yes Yes  
Action         Yes   Yes Yes   Yes Not Yet  
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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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   26 28 29 29 31 31 31 32 32 32 32
Closed Lower   14 16 16 15 14 13 8 12 17 15 11
Penetrated Low   11 13 14 10 7 7 5 6 11 10 7
Scenario Percentage   79% 81% 88% 67% 50% 54% 63% 50% 65% 67% 64%
Avg Max Decline   10.94% 10.59% 11.78% 15.28% 15.68% 8.54% 8.92% 6.75% 10.82% 9.64% 8.10%
Max Decline   44.61% 37.24% 26.93% 37.89% 41.53% 27.40% 17.35% 13.57% 18.42% 21.10% 20.89%
Avg Days To Max Decline   20 19 19 18 17 12 19 22 16 15 10
Avg Max Increase   -0.77% -2.84% -1.70% -2.48% -2.18% -3.04% -2.78% -3.65% -1.25% -2.57% -2.07%
Max Increase   -4.17% -6.84% -11.90% -9.95% -6.44% -10.12% -8.52% -9.34% -3.66% -7.70% -4.10%
Avg Days to Max Increase   11 10 8 10 4 11 1 12 5 9 2
2014 Contract Condition   Yes Yes Yes   Yes     Yes     Yes
Action   Yes Yes Yes   No     No     Yes
High 96.88 96.55 97.26 93.77 95.62 95.18 98.63 99.93 100.94 102.50 106.64 105.40
Low 93.01 93.20 92.21 91.28 92.10 89.09 91.15 94.34 95.51 96.43 100.08 97.60
Close/Last 95.39 94.26 93.34 92.08 94.76 92.00 97.91 97.99 97.39 101.03 104.73 98.17

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