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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, 2018
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   30 30 33 34 34 35 35 35 35 35 35
Closed Higher   13 14 15 21 24 23 17 16 22 19 19
Exceeded High   11 14 12 18 22 20 13 15 20 16 15
Scenario Percentage   85% 100% 80% 86% 92% 87% 76% 94% 91% 84% 79%
Avg Max Increase   8.08% 8.30% 10.90% 9.99% 8.83% 7.61% 9.67% 10.27% 13.19% 11.54% 5.47%
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   14 19 17 20 16 13 18 15 18 14 12
Avg Max Decline   -1.78% -1.93% -1.61% -1.86% -2.99% -2.21% -2.03% -2.64% -1.89% -3.77% -2.73%
Max Decline   -7.78% -7.26% -4.05% -13.57% -10.64% -6.56% -7.56% -14.99% -10.88% -14.66% -14.33%
Avg Days to Max Decline   5 9 7 10 10 10 6 8 8 10 3
2017 Contract Condition   Yes Yes   Yes         Yes   Yes
Action   Yes Yes   No         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   30 30 33 34 34 35 35 35 35 35 35
Closed Lower   17 16 17 13 9 12 18 19 12 16 16
Penetrated Low   14 12 8 7 5 6 13 13 9 8 11
Scenario Percentage   82% 75% 47% 54% 56% 50% 72% 68% 75% 50% 69%
Avg Max Decline   13.81% 14.60% 13.81% 8.05% 10.13% 7.28% 9.65% 11.82% 13.81% 16.27% 8.30%
Max Decline   29.15% 34.08% 39.90% 27.37% 17.09% 15.18% 22.02% 36.28% 27.64% 40.81% 31.87%
Avg Days To Max Decline   19 17 20 10 15 20 18 17 14 11 8
Avg Max Increase   -0.55% -1.86% -1.99% -1.33% -3.36% -3.44% -1.25% -2.30% -3.13% -1.89% -1.37%
Max Increase   -3.75% -9.13% -5.88% -4.34% -7.73% -7.78% -5.78% -8.90% -16.89% -6.43% -4.83%
Avg Days to Max Increase   8 8 4 8 7 17 3 9 10 8 2
2017 Contract Condition       Yes   Yes Yes Yes Yes   Yes  
Action       Yes   Yes Yes Yes No   Not Yet  
High 55.03 53.45 57.43 58.37 56.51 55.65 54.94 52.62 49.84 50.60 50.62 52.86
Low 50.88 47.74 52.91 54.77 53.88 48.85 49.59 45.34 42.80 44.26 46.14 47.39
Close/Last 50.96 53.25 57.05 55.25 55.29 52.03 50.46 49.01 46.77 50.37 47.96 51.67

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