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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 27, 2023
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   35 37 38 38 40 40 40 41 41 41 41
Closed Higher   16 17 18 19 21 23 27 27 19 22 26
Exceeded High   14 10 15 19 20 21 25 22 16 20 21
Scenario Percentage   88% 59% 83% 100% 95% 91% 93% 81% 84% 91% 81%
Avg Max Increase   7.28% 9.08% 10.65% 10.69% 12.27% 11.22% 10.15% 9.54% 10.95% 9.61% 8.20%
Max Increase   21.09% 14.18% 17.87% 27.14% 36.48% 29.21% 23.85% 29.55% 18.59% 19.94% 41.37%
Avg Days To Max Increase   13 23 14 18 16 17 16 15 18 10 11
Avg Max Decline   -1.09% -2.08% -1.73% -2.10% -2.97% -1.97% -3.10% -2.73% -2.69% -2.33% -1.17%
Max Decline   -5.19% -9.17% -7.94% -8.33% -10.21% -14.19% -11.27% -8.44% -9.48% -12.43% -3.80%
Avg Days to Max Decline   4 11 5 8 8 9 9 10 8 11 2
2023 Contract Condition     Yes Yes         Yes   Yes Yes
Action     Yes No         No   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   35 37 38 38 40 40 40 41 41 41 41
Closed Lower   19 20 20 19 19 17 13 14 22 19 15
Penetrated Low   15 17 18 12 11 9 8 7 15 13 11
Scenario Percentage   79% 85% 90% 63% 58% 53% 62% 50% 68% 68% 73%
Avg Max Decline   11.11% 12.36% 13.29% 15.71% 18.04% 14.05% 12.75% 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 15 22 17 15 11
Avg Max Increase   -1.41% -2.48% -2.26% -2.48% -3.28% -3.78% -5.54% -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 9 9 5 14 4 8 2
2023 Contract Condition   Yes     Yes Yes Yes Yes   Yes    
Action   No     No Yes Yes Yes   No    
High 85.94 81.33 81.93 83.59 81.12 81.75 79.44 79.86 81.44 75.56 74.99 82.00
Low 78.88 69.56 72.35 73.14 71.10 72.89 72.39 64.60 72.99 64.21 66.98 69.82
Close/Last 81.47 71.08 77.95 79.24 78.85 78.26 76.05 75.00 75.72 68.14 70.78 81.80

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