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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Brent Crude Oil(ICE) as of May 10, 2021
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   16 26 27 27 29 30 30 31 32 32 32
Closed Higher   11 17 12 18 18 17 17 13 17 17 17
Exceeded High   10 13 11 16 18 12 13 9 16 16 13
Scenario Percentage   91% 76% 92% 89% 100% 71% 76% 69% 94% 94% 76%
Avg Max Increase   10.16% 9.83% 8.91% 9.68% 8.21% 11.07% 9.07% 8.99% 11.08% 12.43% 10.07%
Max Increase   18.62% 32.37% 17.73% 26.05% 19.09% 29.92% 21.56% 15.49% 23.87% 30.64% 23.00%
Avg Days To Max Increase   17 12 16 17 18 17 11 21 15 17 19
Avg Max Decline   -0.39% -0.88% -1.74% -1.99% -1.91% -1.91% -1.66% -1.82% -2.45% -3.98% -1.86%
Max Decline   -6.95% -5.27% -5.94% -12.99% -12.66% -8.52% -8.77% -4.02% -9.20% -17.83% -6.96%
Avg Days to Max Decline   6 5 10 5 6 6 5 6 6 10 4
2021 Contract Condition       Yes Yes Yes Yes     Yes Yes Yes
Action       Yes Yes Yes No     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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   16 26 27 27 29 30 30 31 32 32 32
Closed Lower   5 9 15 9 10 13 13 18 15 15 15
Penetrated Low   3 4 11 6 9 10 11 16 12 10 7
Scenario Percentage   60% 44% 73% 67% 90% 77% 85% 89% 80% 67% 47%
Avg Max Decline   9.44% 9.94% 7.41% 11.17% 9.71% 12.12% 14.84% 16.47% 19.35% 14.68% 11.08%
Max Decline   17.76% 20.66% 18.43% 30.53% 27.27% 45.74% 49.60% 42.24% 40.21% 27.77% 17.78%
Avg Days To Max Decline   10 19 15 16 18 18 14 17 18 15 15
Avg Max Increase   -4.52% -3.12% -1.21% -0.95% -2.67% -4.37% -1.81% -2.53% -3.35% -5.13% -2.83%
Max Increase   -8.51% -5.85% -3.72% -5.52% -12.39% -17.00% -9.45% -9.01% -14.34% -14.29% -7.51%
Avg Days to Max Increase   9 11 7 7 15 14 7 6 11 7 5
2021 Contract Condition   Yes Yes         Yes Yes      
Action   Yes No         Yes Yes      
High 57.88 53.48 42.22 41.05 44.78 46.31 48.17 47.82 44.90 49.01 52.44 57.31
Low 50.86 35.71 32.00 33.72 39.48 42.28 44.97 41.79 38.55 37.36 46.84 50.66
Close/Last 50.86 38.91 35.39 40.98 42.61 45.33 46.99 43.78 39.28 48.03 51.82 55.04

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