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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 Dec 07, 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   37 38 39 39 40 40 40 40 40 40 40
Closed Higher   20 19 23 28 27 20 20 25 21 21 20
Exceeded High   19 17 22 25 23 14 18 23 16 19 9
Scenario Percentage   95% 89% 96% 89% 85% 70% 90% 92% 76% 90% 45%
Avg Max Increase   10.67% 12.06% 10.38% 9.65% 8.40% 11.31% 9.38% 11.68% 12.16% 8.03% 6.59%
Max Increase   26.11% 33.84% 27.43% 20.39% 31.94% 19.60% 21.06% 75.72% 50.17% 22.54% 10.92%
Avg Days To Max Increase   18 13 18 18 15 17 16 19 16 11 11
Avg Max Decline   -1.85% -2.16% -1.93% -2.80% -2.43% -1.63% -2.43% -2.86% -3.27% -3.38% -1.19%
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   9 7 8 7 9 5 7 8 9 5 1
2022 Contract Condition   Yes Yes Yes Yes Yes Yes         Yes
Action   Yes Yes Yes Yes Yes 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   37 38 39 39 40 40 40 40 40 40 40
Closed Lower   17 19 16 11 13 20 20 14 19 19 20
Penetrated Low   12 9 8 6 6 14 14 12 10 16 16
Scenario Percentage   71% 47% 50% 55% 46% 70% 70% 86% 53% 84% 80%
Avg Max Decline   14.92% 17.32% 13.90% 12.41% 6.94% 9.16% 11.56% 12.04% 15.81% 12.76% 8.50%
Max Decline   32.91% 44.76% 44.85% 24.63% 14.84% 21.30% 35.47% 27.64% 47.30% 45.47% 19.38%
Avg Days To Max Decline   18 20 15 16 20 18 17 14 18 10 12
Avg Max Increase   -2.44% -2.78% -2.31% -4.75% -3.25% -1.33% -2.42% -2.81% -3.24% -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 11 13 5 3
2022 Contract Condition               Yes Yes Yes Yes  
Action               Yes Yes Yes Not Yet  
High 73.27 71.81 79.20 88.06 104.80 99.61 105.62 110.78 99.79 95.55 89.35 92.34
Low 61.07 60.20 69.34 77.03 80.80 88.70 89.90 93.87 82.77 84.47 75.70 80.19
Close/Last 62.50 69.83 78.30 82.24 89.60 93.33 101.42 95.56 93.87 88.31 78.72 86.53

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