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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for November Crude Oil(NYM) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   26 26 29 30 30 31 31 31 31 31 31
Closed Higher   12 12 15 18 22 21 15 15 21 17 17
Exceeded High   10 12 12 16 20 18 11 15 19 14 14
Scenario Percentage   83% 100% 80% 89% 91% 86% 73% 100% 90% 82% 82%
Avg Max Increase   7.92% 9.22% 10.90% 10.70% 8.47% 7.63% 10.43% 10.27% 13.63% 12.18% 5.49%
Max Increase   14.39% 19.47% 24.33% 22.99% 21.11% 30.62% 19.30% 21.00% 85.48% 52.07% 11.46%
Avg Days To Max Increase   15 20 17 20 15 14 18 15 18 15 12
Avg Max Decline   -1.89% -1.60% -1.61% -1.05% -2.79% -2.06% -2.11% -2.64% -1.54% -3.06% -2.86%
Max Decline   -7.78% -7.26% -4.05% -4.42% -10.64% -6.56% -7.56% -14.99% -10.88% -14.66% -14.33%
Avg Days to Max Decline   6 10 7 9 11 10 7 8 7 8 3
2013 Contract Condition   Yes Yes Yes   Yes     Yes Yes Yes  
Action   Yes Yes 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   26 26 29 30 30 31 31 31 31 31 31
Closed Lower   14 14 13 12 7 10 16 16 9 14 14
Penetrated Low   11 10 7 7 4 5 11 11 6 8 10
Scenario Percentage   79% 71% 54% 58% 57% 50% 69% 69% 67% 57% 71%
Avg Max Decline   12.36% 14.11% 14.13% 8.05% 9.45% 5.70% 8.25% 8.97% 15.23% 14.86% 8.16%
Max Decline   25.88% 34.08% 39.90% 27.37% 17.09% 9.65% 14.13% 21.05% 27.64% 40.81% 31.87%
Avg Days To Max Decline   20 17 19 10 18 20 17 17 15 13 10
Avg Max Increase   -0.01% -2.03% -1.95% -1.33% -2.80% -3.27% -1.08% -2.58% -4.55% -4.45% -1.31%
Max Increase   -3.61% -9.13% -5.88% -4.34% -7.73% -7.78% -5.78% -8.90% -16.89% -20.38% -4.83%
Avg Days to Max Increase   8 9 4 8 6 15 3 10 13 12 2
2013 Contract Condition         Yes   Yes Yes       Yes
Action         Yes   No No       Yes
High 94.59 92.20 93.48 98.00 99.06 96.40 96.82 96.30 98.41 105.19 111.34 109.68
Low 88.38 88.08 88.82 92.88 92.53 90.56 85.79 89.25 91.19 94.67 100.80 101.05
Close/Last 89.49 91.84 93.48 97.89 92.79 96.40 92.55 91.74 95.10 102.94 107.08 102.33

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