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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Brent Crude Oil(ICE) as of Oct 06, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   18 29 29 29 32 32 32 33 34 34 34
Closed Higher   12 15 13 14 16 15 17 20 20 22 16
Exceeded High   10 12 11 10 13 14 15 19 18 19 12
Scenario Percentage   83% 80% 85% 71% 81% 93% 88% 95% 90% 86% 75%
Avg Max Increase   5.80% 10.00% 9.34% 7.89% 9.20% 12.40% 14.69% 12.53% 11.55% 9.07% 9.25%
Max Increase   10.49% 28.49% 19.59% 13.45% 17.55% 27.38% 46.93% 36.50% 25.31% 29.07% 16.09%
Avg Days To Max Increase   14 15 13 17 13 17 12 17 16 14 18
Avg Max Decline   -1.85% -1.37% -1.18% -1.65% -1.83% -1.95% -2.61% -2.46% -3.27% -2.78% -1.67%
Max Decline   -11.32% -4.99% -4.53% -3.52% -8.39% -8.13% -10.75% -15.31% -10.48% -8.63% -4.63%
Avg Days to Max Decline   8 6 5 9 6 6 5 8 8 7 4
2023 Contract Condition   Yes     Yes Yes   Yes     Yes  
Action   No     Yes No   No     No  
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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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   18 29 29 29 32 32 32 33 34 34 34
Closed Lower   6 14 16 15 16 17 15 13 14 12 18
Penetrated Low   5 9 13 13 13 10 7 6 7 6 12
Scenario Percentage   83% 64% 81% 87% 81% 59% 47% 46% 50% 50% 67%
Avg Max Decline   12.76% 13.51% 11.85% 13.77% 13.70% 12.69% 15.85% 17.02% 9.77% 13.98% 8.04%
Max Decline   25.96% 43.27% 45.40% 36.95% 37.65% 26.57% 47.25% 54.83% 30.37% 25.51% 14.22%
Avg Days To Max Decline   15 15 13 18 16 16 15 20 12 20 17
Avg Max Increase   1.59% -1.92% -1.14% -2.15% -2.08% -3.61% -3.33% -4.49% -4.96% -4.42% -1.67%
Max Increase   -0.82% -9.37% -6.99% -4.76% -10.66% -10.05% -6.85% -9.81% -23.36% -9.51% -3.62%
Avg Days to Max Increase   2 11 8 6 8 7 6 11 7 9 5
2023 Contract Condition     Yes Yes     Yes   Yes Yes   Yes
Action     Yes No     No   Yes No   Not Yet
High 102.44 93.46 92.17 86.78 88.05 90.34 86.80 87.32 84.87 85.19 86.17 79.82
Low 90.60 83.64 85.79 75.47 78.19 79.49 75.82 77.19 77.71 70.06 77.07 71.20
Close/Last 91.37 91.87 87.25 76.76 84.52 85.31 83.63 83.83 81.84 79.45 79.92 72.60

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