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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 07, 2022
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   34 36 37 37 39 39 39 40 40 40 40
Closed Higher   16 16 17 19 21 23 27 26 19 21 25
Exceeded High   14 9 15 19 20 21 25 22 16 19 20
Scenario Percentage   88% 56% 88% 100% 95% 91% 93% 85% 84% 90% 80%
Avg Max Increase   7.28% 9.28% 10.65% 10.69% 12.27% 11.22% 10.15% 9.54% 10.95% 9.07% 8.42%
Max Increase   21.09% 14.18% 17.87% 27.14% 36.48% 29.21% 23.85% 29.55% 18.59% 16.41% 41.37%
Avg Days To Max Increase   13 25 14 18 16 17 16 15 18 10 11
Avg Max Decline   -1.09% -2.42% -1.73% -2.10% -2.97% -1.97% -3.10% -2.73% -2.69% -2.38% -1.04%
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   4 13 5 8 8 9 9 10 8 11 2
2022 Contract Condition   Yes Yes   Yes Yes Yes Yes Yes Yes    
Action   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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   34 36 37 37 39 39 39 40 40 40 40
Closed Lower   18 20 20 18 18 16 12 14 21 19 15
Penetrated Low   15 17 18 12 10 8 7 7 15 13 11
Scenario Percentage   83% 85% 90% 67% 56% 50% 58% 50% 71% 68% 73%
Avg Max Decline   11.11% 12.36% 13.29% 15.71% 18.10% 13.93% 12.51% 8.01% 11.07% 12.78% 8.78%
Max Decline   44.61% 37.24% 30.56% 37.89% 50.69% 51.63% 29.34% 15.60% 23.21% 32.79% 20.89%
Avg Days To Max Decline   18 19 18 17 18 14 17 22 17 15 11
Avg Max Increase   -1.41% -2.48% -2.26% -2.48% -3.40% -3.62% -5.10% -3.78% -1.38% -2.46% -1.50%
Max Increase   -8.96% -6.84% -11.90% -9.95% -10.20% -10.12% -16.16% -9.34% -3.66% -7.70% -4.10%
Avg Days to Max Increase   9 8 7 9 6 10 4 14 4 8 2
2022 Contract Condition       Yes             Yes Yes
Action       Yes             Yes Yes
High 64.65 70.50 75.66 74.83 73.49 81.59 90.98 110.15 104.37 113.85 118.08 108.28
Low 58.40 63.35 68.72 61.97 60.99 71.14 79.40 85.31 91.10 93.96 99.66 88.23
Close/Last 64.30 69.29 73.19 63.46 71.56 80.71 85.25 93.32 98.69 108.90 103.10 98.62

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