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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Brent Crude Oil(ICE) as of Aug 31, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   18 22 22 22 25 25 25 27 27 27 28
Closed Higher   9 11 10 14 17 17 11 13 18 16 15
Exceeded High   8 9 10 14 16 15 10 12 17 12 11
Scenario Percentage   89% 82% 100% 100% 94% 88% 91% 92% 94% 75% 73%
Avg Max Increase   6.72% 11.00% 11.34% 10.69% 10.35% 10.28% 9.29% 11.27% 15.28% 16.78% 7.47%
Max Increase   16.86% 20.24% 25.17% 24.34% 22.25% 33.88% 17.35% 19.80% 86.32% 53.95% 14.72%
Avg Days To Max Increase   14 16 14 18 18 15 17 19 19 17 15
Avg Max Decline   -2.71% -2.17% -2.81% -2.59% -3.41% -2.34% -1.75% -2.64% -1.64% -2.23% -2.31%
Max Decline   -8.69% -7.31% -9.48% -13.88% -9.24% -6.57% -4.93% -14.47% -10.12% -13.31% -12.61%
Avg Days to Max Decline   7 7 7 9 7 8 6 7 6 9 3
2017 Contract Condition   Yes Yes   Yes         Yes    
Action   Yes Yes   No         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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   18 22 22 22 25 25 25 27 27 27 28
Closed Lower   9 11 12 8 8 8 14 14 9 11 13
Penetrated Low   5 7 4 3 3 4 8 9 7 9 9
Scenario Percentage   56% 64% 33% 38% 38% 50% 57% 64% 78% 82% 69%
Avg Max Decline   22.38% 15.61% 9.57% 7.34% 3.69% 10.19% 9.62% 11.41% 13.74% 14.42% 11.07%
Max Decline   35.56% 25.56% 16.55% 11.41% 6.89% 23.02% 20.92% 33.34% 28.79% 49.34% 40.72%
Avg Days To Max Decline   17 16 11 12 3 19 18 13 17 19 15
Avg Max Increase   -0.36% -3.63% -2.41% -1.08% -0.90% -3.80% -1.19% -1.29% -4.21% -3.56% -1.88%
Max Increase   -3.57% -7.63% -6.39% -2.61% -1.57% -7.61% -2.99% -6.20% -21.51% -15.64% -10.83%
Avg Days to Max Increase   1 9 4 12 1 6 5 6 12 15 2
2017 Contract Condition       Yes   Yes Yes Yes Yes   Yes  
Action       Yes   Yes Yes Yes No   Not Yet  
High 57.09 55.18 59.40 60.09 58.06 57.30 57.40 55.37 52.40 53.20 53.41  
Low 52.61 49.21 54.18 55.81 55.47 51.02 52.01 47.81 45.51 47.02 49.77  
Close/Last 52.86 54.75 58.73 56.51 56.86 54.18 53.00 51.69 49.59 53.02 52.84  

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Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!