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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Brent Crude Oil(ICE) as of Jan 01, 2014
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   19 19 19 22 22 22 22 23 24 24 24
Closed Higher   15 9 9 9 10 9 11 14 16 14 10
Exceeded High   14 9 8 5 8 9 11 14 15 12 7
Scenario Percentage   93% 100% 89% 56% 80% 100% 100% 100% 94% 86% 70%
Avg Max Increase   8.74% 10.04% 9.15% 7.88% 7.71% 11.73% 12.43% 12.99% 11.14% 7.34% 7.42%
Max Increase   21.34% 28.84% 20.55% 13.03% 17.74% 22.29% 27.51% 30.75% 26.78% 24.34% 11.97%
Avg Days To Max Increase   15 16 13 19 14 17 12 18 14 7 8
Avg Max Decline   -0.30% -1.20% -1.39% -1.50% -2.49% -2.39% -2.51% -2.04% -3.47% -1.13% -1.43%
Max Decline   -7.84% -5.52% -4.92% -3.43% -8.71% -8.65% -11.14% -5.18% -11.90% -5.98% -5.06%
Avg Days to Max Decline   8 10 5 10 8 12 6 9 9 4 4
2013 Contract Condition   Yes Yes     Yes   Yes   Yes    
Action   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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   19 19 19 22 22 22 22 23 24 24 24
Closed Lower   4 10 10 13 12 12 10 9 8 10 14
Penetrated Low   4 6 8 11 9 8 5 4 5 6 7
Scenario Percentage   100% 60% 80% 85% 75% 67% 50% 44% 63% 60% 50%
Avg Max Decline   10.88% 15.03% 13.39% 12.02% 11.06% 10.78% 12.05% 9.04% 7.11% 11.39% 6.32%
Max Decline   26.29% 43.96% 46.81% 38.13% 27.61% 23.66% 23.70% 16.15% 13.63% 19.75% 13.71%
Avg Days To Max Decline   20 18 14 18 15 16 9 20 12 10 8
Avg Max Increase   -2.42% -1.63% -0.85% -2.20% -1.14% -4.35% -2.93% -4.15% -1.02% -4.25% -1.29%
Max Increase   -9.00% -9.03% -5.43% -5.07% -11.24% -11.11% -6.98% -10.44% -1.80% -10.52% -3.21%
Avg Days to Max Increase   23 11 5 8 9 12 4 14 8 5 3
2013 Contract Condition       Yes Yes   Yes   Yes   Yes Yes
Action       Yes Yes   No   Yes   Not Yet Not Yet
High 97.68 103.76 110.74 113.02 110.50 108.68 108.75 112.38 115.93 109.58 111.09 105.42
Low 91.40 96.05 100.94 103.25 103.34 101.80 103.21 106.31 108.34 106.10 96.76 98.32
Close/Last 97.68 101.18 110.24 107.54 104.45 107.79 107.41 112.25 108.81 109.41 102.04 100.39

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