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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 May 10, 2021
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   33 33 36 37 37 38 38 38 38 38 38
Closed Higher   15 16 17 22 26 25 18 19 24 21 20
Exceeded High   13 16 14 19 24 21 14 17 22 17 16
Scenario Percentage   87% 100% 82% 86% 92% 84% 78% 89% 92% 81% 80%
Avg Max Increase   8.97% 8.08% 10.36% 10.00% 9.01% 7.58% 10.17% 9.99% 12.75% 11.50% 5.44%
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 18 17 20 17 13 18 15 18 13 12
Avg Max Decline   -1.56% -1.82% -2.17% -1.97% -2.87% -2.22% -2.10% -2.61% -2.42% -3.77% -2.58%
Max Decline   -7.78% -7.26% -9.78% -13.57% -10.64% -6.56% -7.56% -14.99% -13.87% -14.66% -14.33%
Avg Days to Max Decline   6 9 8 10 9 9 7 8 8 9 3
2020 Contract Condition   Yes Yes         Yes Yes Yes Yes  
Action   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   33 33 36 37 37 38 38 38 38 38 38
Closed Lower   18 17 18 15 10 13 20 19 13 17 18
Penetrated Low   15 12 9 8 6 6 15 13 10 8 12
Scenario Percentage   83% 71% 50% 53% 60% 46% 75% 68% 77% 47% 67%
Avg Max Decline   13.76% 14.60% 17.44% 12.87% 12.74% 7.28% 9.04% 11.82% 12.96% 16.27% 8.08%
Max Decline   29.15% 34.08% 46.53% 46.58% 25.77% 15.18% 22.02% 36.28% 27.64% 40.81% 31.87%
Avg Days To Max Decline   19 17 19 12 16 20 17 17 14 11 8
Avg Max Increase   -1.00% -1.86% -2.46% -2.06% -4.81% -3.44% -1.23% -2.30% -2.99% -1.89% -1.37%
Max Increase   -7.37% -9.13% -6.26% -7.13% -12.06% -7.78% -5.78% -8.90% -16.89% -6.43% -4.83%
Avg Days to Max Increase   8 8 5 8 8 17 4 9 9 8 2
2020 Contract Condition       Yes Yes Yes Yes         Yes
Action       Yes Yes Yes No         Not Yet
High 53.91 55.16 58.09 60.02 54.17 48.99 36.88 36.90 41.91 42.75 44.05 43.70
Low 49.33 52.27 52.86 50.46 45.02 27.26 24.43 26.73 35.54 39.25 40.25 36.58
Close/Last 51.59 52.53 56.85 50.98 45.73 32.91 28.72 36.67 39.58 40.91 42.90 40.22

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