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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Brent Crude Oil(ICE) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   20 23 23 24 26 26 27 27 29 29 29
Closed Higher   14 16 15 10 15 16 15 15 14 15 14
Exceeded High   13 15 13 9 13 15 11 12 10 14 12
Scenario Percentage   93% 94% 87% 90% 87% 94% 73% 80% 71% 93% 86%
Avg Max Increase   9.72% 9.03% 9.57% 9.13% 11.07% 9.58% 11.76% 9.85% 9.26% 10.17% 8.09%
Max Increase   20.68% 19.57% 34.33% 17.69% 27.26% 21.33% 30.49% 22.04% 15.29% 23.85% 16.23%
Avg Days To Max Increase   20 18 12 16 19 19 17 14 21 16 16
Avg Max Decline   -1.90% -2.36% -1.23% -1.43% -1.96% -1.39% -1.87% -1.90% -1.84% -2.72% -1.49%
Max Decline   -13.01% -8.68% -5.58% -3.50% -13.38% -8.95% -10.08% -9.44% -4.38% -9.25% -6.48%
Avg Days to Max Decline   12 9 6 8 6 7 6 5 10 6 4
2018 Contract Condition   Yes         Yes   Yes Yes Yes Yes
Action   No         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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   20 23 23 24 26 26 27 27 29 29 29
Closed Lower   6 7 8 14 11 10 12 12 15 14 15
Penetrated Low   2 3 4 8 8 9 8 10 14 11 8
Scenario Percentage   33% 43% 50% 57% 73% 90% 67% 83% 93% 79% 53%
Avg Max Decline   7.83% 4.75% 10.32% 9.23% 9.88% 10.05% 14.85% 15.49% 16.60% 20.94% 16.86%
Max Decline   8.33% 11.16% 21.38% 19.16% 31.22% 27.63% 46.39% 50.65% 44.54% 40.79% 33.48%
Avg Days To Max Decline   17 3 20 20 15 18 20 15 18 19 18
Avg Max Increase   -1.13% -1.12% -3.03% -1.41% -0.67% -2.61% -3.40% -1.92% -3.65% -2.92% -3.75%
Max Increase   -2.15% -6.17% -6.05% -3.06% -5.56% -13.38% -12.67% -9.81% -10.38% -12.11% -11.30%
Avg Days to Max Increase   18 5 11 6 6 15 17 5 6 11 5
2018 Contract Condition     Yes Yes Yes Yes   Yes        
Action     Yes Yes Yes No   No        
High 58.82 57.47 56.95 57.46 55.25 52.57 53.46 53.53 57.90 60.66 64.13 66.98
Low 55.92 55.56 51.41 52.26 48.08 46.38 47.86 49.99 52.31 54.54 59.53 60.94
Close/Last 56.39 56.65 54.12 53.06 51.95 50.28 53.30 53.11 56.31 60.44 62.34 66.87

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