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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Crude Oil(NYM) as of Sep 16, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   34 36 38 38 38 38 39 39 39 39 40
Closed Higher   20 23 21 18 17 18 19 22 24 25 25
Exceeded High   19 21 15 17 11 16 19 21 21 23 18
Scenario Percentage   95% 91% 71% 94% 65% 89% 100% 95% 88% 92% 72%
Avg Max Increase   7.32% 8.37% 10.86% 7.30% 10.28% 12.76% 11.74% 13.69% 13.30% 10.97% 7.21%
Max Increase   19.13% 43.12% 30.49% 22.29% 16.58% 23.16% 30.95% 45.35% 33.96% 24.43% 28.94%
Avg Days To Max Increase   18 21 15 13 24 15 17 16 16 13 12
Avg Max Decline   -2.14% -2.71% -1.98% -2.24% -2.56% -2.19% -2.54% -3.30% -2.57% -3.23% -2.10%
Max Decline   -12.23% -12.62% -6.96% -11.29% -8.76% -8.80% -9.65% -11.76% -14.69% -10.69% -6.38%
Avg Days to Max Decline   8 10 8 4 8 5 9 8 7 6 3
2022 Contract Condition   Yes Yes   Yes Yes   Yes Yes Yes Yes Yes
Action   Yes Yes   Yes No   Yes Yes Yes Not Yet 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   34 36 38 38 38 38 39 39 39 39 40
Closed Lower   14 13 17 20 21 20 20 17 15 14 15
Penetrated Low   10 9 9 17 20 17 13 9 7 10 7
Scenario Percentage   71% 69% 53% 85% 95% 85% 65% 53% 47% 71% 47%
Avg Max Decline   8.84% 11.33% 14.38% 11.76% 12.49% 15.79% 16.34% 21.91% 21.36% 18.06% 7.58%
Max Decline   30.84% 26.05% 44.79% 47.55% 40.74% 33.14% 42.29% 58.22% 85.59% 73.48% 18.78%
Avg Days To Max Decline   15 19 15 16 19 18 18 16 13 13 11
Avg Max Increase   -0.65% -2.45% -3.02% -2.78% -2.63% -2.84% -3.90% -3.61% -5.29% -6.28% -2.00%
Max Increase   -3.75% -10.14% -13.33% -14.59% -7.31% -12.88% -12.23% -11.81% -11.53% -35.25% -6.80%
Avg Days to Max Increase   5 11 9 9 6 10 8 8 13 8 3
2022 Contract Condition       Yes     Yes          
Action       No     Yes          
High 62.46 67.40 68.40 67.72 72.50 77.90 76.99 75.42 84.79 96.08 121.88 109.20
Low 57.83 61.27 60.81 59.19 64.54 70.50 62.90 61.48 72.68 82.36 90.37 92.60
Close/Last 61.22 66.54 67.74 65.59 71.15 75.42 64.47 73.37 83.85 90.98 98.52 104.69

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