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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 Jul 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% 9.38% 11.36% 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% -2.85% -2.60% -3.44% -2.34% -1.67% -2.55% -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         Not Yet    
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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   22.44% 15.61% 9.57% 7.34% 3.69% 10.19% 9.50% 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   -0.41% -3.63% -2.41% -1.08% -0.36% -3.80% -1.30% -1.29% -4.21% -3.56% -1.88%
Max Increase   -3.57% -7.63% -6.39% -2.61% -1.12% -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      
Action       Yes   Yes Yes Yes Not Yet      
High 57.09 55.18 59.40 60.09 58.06 57.30 57.40 55.37 52.40 53.20    
Low 52.61 49.21 54.18 55.81 55.47 51.02 52.01 47.81 45.51 47.02    
Close/Last 52.86 54.75 58.73 56.51 56.86 54.18 53.00 51.69 49.59 53.02    

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Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.