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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Brent Crude Oil(ICE) as of Sep 16, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   16 27 27 27 30 30 30 32 32 32 33
Closed Higher   8 13 17 18 20 14 18 22 18 18 17
Exceeded High   6 12 16 17 17 13 16 21 13 14 9
Scenario Percentage   75% 92% 94% 94% 85% 93% 89% 95% 72% 78% 53%
Avg Max Increase   11.39% 11.88% 10.01% 10.14% 10.14% 9.19% 9.31% 12.97% 15.85% 9.33% 6.50%
Max Increase   22.43% 25.18% 22.49% 21.59% 33.70% 17.40% 18.83% 79.27% 47.85% 22.95% 11.63%
Avg Days To Max Increase   17 14 21 18 16 17 16 19 15 13 17
Avg Max Decline   -0.93% -2.02% -2.27% -2.80% -1.77% -1.94% -2.29% -2.76% -2.02% -3.37% -1.87%
Max Decline   -6.27% -9.46% -13.58% -9.03% -6.16% -6.31% -14.00% -13.44% -12.35% -11.87% -5.06%
Avg Days to Max Decline   7 5 12 7 8 7 7 7 7 5 3
2022 Contract Condition   Yes Yes Yes   Yes Yes Yes Yes   Yes Yes
Action   Yes Yes Yes   Yes Yes Yes Yes   Yes 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   16 27 27 27 30 30 30 32 32 32 33
Closed Lower   8 14 10 9 10 16 12 10 14 14 16
Penetrated Low   5 7 4 5 5 10 8 8 9 11 13
Scenario Percentage   63% 50% 40% 56% 50% 63% 67% 80% 64% 79% 81%
Avg Max Decline   17.74% 12.03% 15.57% 8.73% 10.43% 9.71% 10.39% 12.01% 14.22% 16.59% 13.22%
Max Decline   24.71% 38.36% 41.78% 21.90% 22.43% 20.32% 32.60% 28.31% 48.27% 52.96% 29.41%
Avg Days To Max Decline   14 13 16 12 19 18 15 19 20 14 19
Avg Max Increase   -1.39% -1.81% -3.75% -4.41% -3.34% -1.38% -0.68% -4.09% -3.11% -2.22% -2.43%
Max Increase   -4.66% -5.73% -6.23% -15.43% -7.20% -3.31% -5.68% -23.15% -14.60% -10.46% -6.30%
Avg Days to Max Increase   4 5 15 6 10 5 6 11 12 5 4
2022 Contract Condition         Yes         Yes    
Action         No         No    
High 48.79 51.27 54.39 61.96 65.55 65.58 67.75 72.91 74.26 73.02 79.13 85.77
Low 42.81 47.23 50.10 53.66 58.51 59.21 62.85 67.10 65.44 63.32 69.33 76.78
Close/Last 48.03 50.61 52.56 60.20 59.86 63.94 67.05 71.77 73.08 70.46 77.53 83.72

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