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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 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   35 36 37 37 38 38 38 38 38 38 38
Closed Higher   18 17 21 27 25 18 19 24 21 20 18
Exceeded High   17 15 20 24 21 12 17 22 16 18 9
Scenario Percentage   94% 88% 95% 89% 84% 67% 89% 92% 76% 90% 50%
Avg Max Increase   8.93% 9.67% 9.56% 9.31% 7.53% 11.29% 9.72% 11.92% 12.16% 7.75% 7.36%
Max Increase   19.00% 24.64% 21.78% 20.39% 31.94% 19.60% 21.06% 75.72% 50.17% 22.54% 15.08%
Avg Days To Max Increase   18 13 18 17 15 19 17 19 16 11 12
Avg Max Decline   -1.92% -2.29% -1.97% -2.88% -2.39% -1.79% -2.49% -2.32% -3.27% -3.51% -1.36%
Max Decline   -7.77% -9.97% -13.40% -10.42% -5.98% -6.66% -14.44% -13.97% -14.04% -14.87% -4.31%
Avg Days to Max Decline   10 7 9 7 8 6 7 8 9 5 1
2020 Contract Condition   Yes         Yes Yes Yes Yes    
Action   Yes         Yes Yes Yes No    
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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   35 36 37 37 38 38 38 38 38 38 38
Closed Lower   17 19 16 10 13 20 19 13 17 18 20
Penetrated Low   12 9 8 6 6 14 13 11 9 16 16
Scenario Percentage   71% 47% 50% 60% 46% 70% 68% 85% 53% 89% 80%
Avg Max Decline   14.92% 17.32% 13.90% 12.41% 6.94% 9.16% 11.41% 11.37% 15.98% 13.10% 9.34%
Max Decline   32.91% 44.76% 44.85% 24.63% 14.84% 21.30% 35.47% 27.64% 47.30% 47.35% 22.15%
Avg Days To Max Decline   18 20 15 16 20 18 17 13 18 11 13
Avg Max Increase   -2.44% -2.78% -2.31% -4.75% -3.25% -1.33% -2.26% -2.90% -3.47% -2.54% -2.51%
Max Increase   -9.13% -6.40% -6.97% -10.99% -7.29% -5.62% -8.98% -16.88% -17.88% -12.86% -5.84%
Avg Days to Max Increase   8 5 7 8 11 4 9 9 14 5 3
2020 Contract Condition     Yes Yes Yes Yes         Yes Yes
Action     Yes Yes Yes No         Yes Yes
High 54.99 57.68 59.51 54.05 49.09 37.27 37.13 41.98 42.85 44.33 43.98 41.90
Low 51.31 52.51 50.15 45.17 28.06 25.31 27.57 35.72 39.38 40.60 37.11 34.92
Close/Last 52.31 56.44 50.80 45.89 33.58 29.62 36.92 39.68 41.22 43.21 40.47 35.79

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