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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 Dec 30, 2016
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   28 30 31 31 33 33 33 34 34 34 34
Closed Higher   12 13 13 14 17 19 24 22 16 17 21
Exceeded High   10 7 11 14 16 18 22 19 13 15 18
Scenario Percentage   83% 54% 85% 100% 94% 95% 92% 86% 81% 88% 86%
Avg Max Increase   7.20% 8.51% 9.51% 9.44% 10.38% 10.24% 9.50% 8.68% 10.26% 10.14% 8.88%
Max Increase   21.09% 14.18% 17.87% 20.30% 24.34% 25.29% 23.85% 29.55% 18.59% 16.41% 41.37%
Avg Days To Max Increase   14 23 15 19 17 18 15 14 19 10 12
Avg Max Decline   -1.13% -2.95% -1.99% -2.36% -2.81% -1.88% -3.24% -2.42% -2.89% -2.35% -0.86%
Max Decline   -5.19% -9.17% -7.94% -8.33% -10.21% -14.19% -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 2
2016 Contract Condition     Yes         Yes Yes Yes    
Action     No         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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   28 30 31 31 33 33 33 34 34 34 34
Closed Lower   16 17 18 17 16 14 9 12 18 17 13
Penetrated Low   13 14 16 12 8 7 5 6 12 12 9
Scenario Percentage   81% 82% 89% 71% 50% 50% 56% 50% 67% 71% 69%
Avg Max Decline   11.54% 11.96% 13.86% 15.71% 14.80% 8.54% 8.92% 6.75% 11.85% 12.44% 8.57%
Max Decline   44.61% 37.24% 30.56% 37.89% 41.53% 27.40% 17.35% 13.57% 23.21% 32.79% 20.89%
Avg Days To Max Decline   20 20 18 17 17 12 19 22 17 14 10
Avg Max Increase   -1.41% -2.68% -1.77% -2.48% -3.18% -3.04% -2.78% -3.65% -1.39% -2.25% -1.65%
Max Increase   -8.96% -6.84% -11.90% -9.95% -10.20% -10.12% -8.52% -9.34% -3.66% -7.70% -4.10%
Avg Days to Max Increase   10 9 7 9 5 11 1 12 5 8 2
2016 Contract Condition   Yes   Yes Yes Yes Yes       Yes Yes
Action   Yes   Yes Yes No No       Yes Yes
High 54.91 53.22 54.11 52.74 47.54 43.64 40.07 44.35 48.27 50.92 52.73 50.03
Low 44.07 48.94 48.08 46.30 40.71 32.85 34.69 38.62 38.67 44.53 46.53 40.57
Close/Last 54.87 49.66 51.18 47.31 42.40 40.35 39.10 41.90 47.50 49.93 49.01 41.60

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