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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 21, 2022
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   36 37 38 38 39 39 39 39 39 39 39
Closed Higher   19 18 22 27 26 19 20 25 21 21 19
Exceeded High   18 16 21 24 22 13 18 23 16 19 9
Scenario Percentage   95% 89% 95% 89% 85% 68% 90% 92% 76% 90% 47%
Avg Max Increase   9.81% 10.70% 9.56% 9.31% 7.93% 11.47% 9.38% 11.68% 12.16% 8.05% 7.31%
Max Increase   24.83% 26.16% 21.78% 20.39% 31.94% 19.60% 21.06% 75.72% 50.17% 22.54% 14.57%
Avg Days To Max Increase   18 13 19 17 15 18 16 19 16 11 12
Avg Max Decline   -1.92% -2.20% -2.02% -2.88% -2.37% -1.65% -2.43% -2.86% -3.27% -3.38% -1.36%
Max Decline   -7.77% -9.97% -13.40% -10.42% -5.98% -6.66% -14.44% -14.62% -14.04% -14.87% -4.31%
Avg Days to Max Decline   10 7 9 7 9 6 7 8 9 5 1
2021 Contract Condition   Yes Yes Yes   Yes Yes Yes Yes   Yes Yes
Action   Yes Yes Yes   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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   36 37 38 38 39 39 39 39 39 39 39
Closed Lower   17 19 16 11 13 20 19 13 18 18 20
Penetrated Low   12 9 8 6 6 14 13 11 9 16 16
Scenario Percentage   71% 47% 50% 55% 46% 70% 68% 85% 50% 89% 80%
Avg Max Decline   14.92% 17.32% 13.90% 12.41% 6.94% 9.16% 11.41% 11.37% 15.98% 12.90% 9.04%
Max Decline   32.91% 44.76% 44.85% 24.63% 14.84% 21.30% 35.47% 27.64% 47.30% 46.18% 20.42%
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
2021 Contract Condition         Yes         Yes    
Action         No         No    
High 45.86 48.50 51.59 59.52 62.74 62.76 64.90 71.07 72.61 71.53 76.26 85.41
Low 37.70 44.19 46.81 49.33 55.43 56.15 59.83 63.97 63.37 61.11 66.65 73.92
Close/Last 45.32 47.68 49.73 57.20 56.85 61.03 63.91 70.13 71.57 67.94 74.70 83.57

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