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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   33 34 35 35 36 36 36 36 36 36 36
Closed Higher   17 16 20 26 24 17 17 22 20 20 17
Exceeded High   16 14 19 23 21 11 15 20 16 18 7
Scenario Percentage   94% 88% 95% 88% 88% 65% 88% 91% 80% 90% 41%
Avg Max Increase   9.15% 9.59% 9.55% 9.38% 7.53% 10.86% 9.94% 12.37% 12.16% 7.39% 5.09%
Max Increase   19.00% 24.64% 21.78% 20.39% 31.94% 19.60% 21.06% 75.72% 50.17% 22.54% 8.84%
Avg Days To Max Increase   18 13 18 17 15 18 17 19 16 11 10
Avg Max Decline   -1.92% -2.36% -1.86% -3.01% -2.39% -1.66% -2.53% -1.78% -3.27% -3.51% -1.41%
Max Decline   -7.77% -9.97% -13.40% -10.42% -5.98% -6.66% -14.44% -10.31% -14.04% -14.87% -4.31%
Avg Days to Max Decline   10 7 9 8 8 6 8 8 9 5 1
2018 Contract Condition   Yes Yes   Yes Yes   Yes   Yes Yes  
Action   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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   33 34 35 35 36 36 36 36 36 36 36
Closed Lower   16 18 15 9 12 19 19 13 16 16 19
Penetrated Low   12 8 7 5 6 13 13 11 9 14 13
Scenario Percentage   75% 44% 47% 56% 50% 68% 68% 85% 56% 88% 68%
Avg Max Decline   14.92% 13.88% 9.48% 9.97% 6.94% 9.48% 11.41% 11.37% 15.98% 12.63% 8.60%
Max Decline   32.91% 39.08% 27.46% 17.05% 14.84% 21.30% 35.47% 27.64% 47.30% 45.47% 19.38%
Avg Days To Max Decline   18 20 14 15 20 19 17 13 18 12 12
Avg Max Increase   -2.44% -2.33% -1.64% -3.51% -3.25% -1.28% -2.26% -2.90% -3.47% -2.55% -2.36%
Max Increase   -9.13% -6.26% -4.23% -7.36% -7.29% -5.62% -8.98% -16.88% -17.88% -12.86% -5.84%
Avg Days to Max Increase   8 3 8 7 11 4 9 9 14 4 3
2018 Contract Condition       Yes     Yes   Yes     Yes
Action       No     Yes   Yes     Yes
High 55.83 58.32 62.30 61.90 63.09 66.71 70.62 69.86 69.81 69.72 73.56 76.72
Low 52.44 54.18 57.79 54.93 56.87 59.69 64.38 62.32 64.30 63.48 66.50 64.81
Close/Last 55.00 58.07 61.01 58.15 61.91 65.99 65.52 69.49 66.97 69.05 73.06 65.31

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