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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, 2019
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   31 31 34 35 35 36 36 36 36 36 36
Closed Higher   14 15 16 21 25 24 17 17 22 20 20
Exceeded High   12 15 13 18 23 21 13 15 20 17 16
Scenario Percentage   86% 100% 81% 86% 92% 88% 76% 88% 91% 85% 80%
Avg Max Increase   8.53% 8.24% 10.33% 9.99% 9.05% 7.58% 9.67% 10.27% 13.19% 11.64% 5.59%
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 19 17 20 16 13 18 15 18 14 12
Avg Max Decline   -1.75% -1.82% -2.24% -1.86% -3.02% -2.22% -2.03% -2.64% -1.89% -3.77% -2.58%
Max Decline   -7.78% -7.26% -9.78% -13.57% -10.64% -6.56% -7.56% -14.99% -10.88% -14.66% -14.33%
Avg Days to Max Decline   6 9 8 10 10 9 6 8 8 9 3
2018 Contract Condition   Yes Yes Yes   Yes Yes   Yes   Yes Yes
Action   Yes Yes Yes   Yes Yes   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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   31 31 34 35 35 36 36 36 36 36 36
Closed Lower   17 16 17 14 9 12 19 19 13 16 16
Penetrated Low   14 12 8 7 5 6 14 13 10 9 11
Scenario Percentage   82% 75% 47% 50% 56% 50% 74% 68% 77% 56% 69%
Avg Max Decline   13.81% 14.60% 13.81% 8.05% 10.13% 7.28% 9.32% 11.82% 12.96% 14.99% 8.55%
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 13 10
Avg Max Increase   -0.55% -1.86% -1.99% -1.33% -3.36% -3.44% -1.19% -2.30% -2.99% -3.95% -1.37%
Max Increase   -3.75% -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 8 4 8 7 17 4 9 9 11 2
2018 Contract Condition         Yes     Yes   Yes    
Action         No     Yes   Yes    
High 53.35 56.09 58.58 62.71 62.34 63.56 67.23 71.10 70.51 70.33 70.07 73.73
Low 50.25 52.77 54.49 58.23 55.46 57.24 60.13 64.72 62.48 64.68 63.69 66.67
Close/Last 53.21 55.25 58.38 61.47 58.56 62.40 66.54 65.80 70.16 67.27 69.37 73.25

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