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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 06, 2024
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   36 38 39 39 41 41 41 42 42 42 42
Closed Higher   17 17 18 19 22 24 28 27 19 23 26
Exceeded High   14 10 15 19 21 22 26 22 16 21 21
Scenario Percentage   82% 59% 83% 100% 95% 92% 93% 81% 84% 91% 81%
Avg Max Increase   7.28% 9.08% 10.65% 10.69% 12.06% 11.26% 9.96% 9.54% 10.95% 9.22% 7.84%
Max Increase   21.09% 14.18% 17.87% 27.14% 36.48% 29.21% 23.85% 29.55% 18.59% 19.94% 40.41%
Avg Days To Max Increase   13 23 14 18 17 17 16 15 18 9 9
Avg Max Decline   -1.09% -2.08% -1.73% -2.10% -3.05% -1.92% -3.01% -2.73% -2.69% -2.23% -1.11%
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 10 2
2024 Contract Condition   Yes       Yes Yes Yes     Yes  
Action   No       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   36 38 39 39 41 41 41 42 42 42 42
Closed Lower   19 21 21 20 19 17 13 15 23 19 16
Penetrated Low   15 18 19 12 11 9 8 8 16 13 12
Scenario Percentage   79% 86% 90% 60% 58% 53% 62% 53% 70% 68% 75%
Avg Max Decline   11.11% 12.23% 12.97% 15.71% 18.04% 14.05% 12.75% 8.21% 10.72% 12.75% 8.68%
Max Decline   44.61% 37.24% 30.56% 37.89% 50.69% 51.63% 29.34% 15.60% 23.21% 32.48% 20.89%
Avg Days To Max Decline   18 19 17 17 18 14 15 19 16 14 11
Avg Max Increase   -1.41% -2.49% -2.20% -2.48% -3.28% -3.78% -5.54% -3.25% -1.33% -2.46% -1.48%
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 16 4 8 2
2024 Contract Condition     Yes Yes Yes       Yes Yes   Yes
Action     Yes Yes No       Yes Yes   Yes
High 77.87 81.82 81.10 78.91 75.30 76.89 76.18 80.12 84.36 79.55 81.78 83.58
Low 73.96 77.54 73.72 71.79 69.11 69.61 70.73 74.50 78.68 75.32 72.23 74.59
Close/Last 77.40 79.26 76.81 74.48 71.34 74.20 74.86 80.09 79.91 76.40 80.64 77.91

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