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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 01, 2019
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   31 32 33 34 34 34 35 35 35 35 35
Closed Higher   15 16 20 20 17 15 16 16 18 21 23
Exceeded High   12 14 18 16 15 10 14 16 17 18 18
Scenario Percentage   80% 88% 90% 80% 88% 67% 88% 100% 94% 86% 78%
Avg Max Increase   8.90% 8.38% 9.20% 9.81% 7.36% 10.32% 12.60% 10.24% 11.99% 12.78% 7.77%
Max Increase   19.67% 19.00% 47.75% 33.91% 22.30% 17.51% 24.18% 27.19% 32.58% 38.62% 19.70%
Avg Days To Max Increase   19 20 21 15 15 24 15 17 16 13 13
Avg Max Decline   -1.37% -1.66% -1.34% -1.64% -2.55% -2.86% -2.19% -2.89% -3.83% -2.76% -1.84%
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 6 9 6 5 10 5 10 10 8 2
2018 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   31 32 33 34 34 34 35 35 35 35 35
Closed Lower   16 16 13 14 17 19 19 19 17 14 12
Penetrated Low   11 12 8 8 14 18 16 13 9 6 5
Scenario Percentage   69% 75% 62% 57% 82% 95% 84% 68% 53% 43% 42%
Avg Max Decline   8.55% 9.01% 12.28% 15.27% 12.51% 12.23% 16.59% 17.10% 16.73% 10.98% 8.70%
Max Decline   17.40% 31.17% 26.20% 45.01% 48.41% 42.05% 34.38% 44.68% 45.53% 28.26% 19.87%
Avg Days To Max Decline   18 16 20 18 18 19 18 19 15 13 7
Avg Max Increase   -0.45% -0.90% -1.89% -1.31% -2.57% -2.78% -2.34% -3.96% -3.22% -5.04% -2.91%
Max Increase   -2.10% -6.60% -11.04% -11.54% -13.79% -7.53% -13.18% -12.22% -12.00% -11.53% -9.40%
Avg Days to Max Increase   2 6 11 8 12 7 10 10 6 14 2
2018 Contract Condition   Yes Yes   Yes           Yes  
Action   Yes No   No           Not Yet  
High 54.76 52.25 49.84 50.68 50.84 53.13 54.90 58.20 60.38 66.02 65.63 66.55
Low 50.02 46.22 44.34 45.76 47.48 49.35 50.26 54.12 55.90 59.99 57.60 59.91
Close/Last 50.68 49.19 47.98 50.57 49.74 52.14 54.54 57.09 60.27 64.31 61.47 64.94

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