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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   34 35 36 37 37 37 38 38 38 38 38
Closed Higher   17 19 22 22 18 16 18 18 20 23 24
Exceeded High   13 17 19 17 16 11 16 18 19 20 19
Scenario Percentage   76% 89% 86% 77% 89% 69% 89% 100% 95% 87% 79%
Avg Max Increase   9.24% 8.06% 9.09% 9.95% 7.22% 10.75% 13.25% 11.21% 12.97% 12.66% 7.77%
Max Increase   19.67% 19.00% 47.75% 33.91% 22.30% 17.51% 24.18% 30.54% 32.58% 38.62% 19.70%
Avg Days To Max Increase   19 20 21 14 14 24 14 17 16 13 12
Avg Max Decline   -1.54% -1.93% -1.33% -1.72% -2.39% -2.61% -2.08% -2.84% -3.68% -2.90% -1.74%
Max Decline   -7.04% -11.71% -8.10% -7.53% -11.42% -9.01% -8.59% -10.12% -12.77% -15.55% -6.88%
Avg Days to Max Decline   7 8 9 6 5 9 5 10 10 8 2
2021 Contract Condition   Yes Yes Yes Yes     Yes Yes Yes Yes  
Action   Yes Yes Yes No     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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   34 35 36 37 37 37 38 38 38 38 38
Closed Lower   17 16 14 15 19 21 20 20 18 15 14
Penetrated Low   12 12 9 9 16 20 17 13 10 7 6
Scenario Percentage   71% 75% 64% 60% 84% 95% 85% 65% 56% 47% 43%
Avg Max Decline   8.21% 9.01% 11.40% 14.23% 12.13% 12.95% 16.53% 17.10% 21.33% 18.20% 9.83%
Max Decline   17.40% 31.17% 26.20% 45.01% 48.41% 42.05% 34.38% 44.68% 62.78% 61.48% 19.87%
Avg Days To Max Decline   16 16 19 16 16 19 19 19 17 14 8
Avg Max Increase   -0.56% -0.90% -1.83% -2.26% -2.47% -2.69% -2.64% -3.96% -3.49% -5.55% -9.47%
Max Increase   -2.10% -6.60% -11.04% -11.54% -13.79% -7.53% -13.18% -12.22% -12.00% -11.53% -42.24%
Avg Days to Max Increase   2 6 10 9 11 7 10 10 8 13 2
2021 Contract Condition           Yes Yes         Yes
Action           Yes Yes         Not Yet
High 38.70 38.31 42.17 43.34 45.42 45.18 43.02 46.53 49.56 53.68 63.56 67.79
Low 29.00 30.96 36.84 40.00 41.93 39.36 36.89 36.00 44.49 47.50 51.37 57.25
Close/Last 32.61 38.21 40.18 42.41 44.47 42.04 37.76 45.78 48.69 51.88 61.23 59.16

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