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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Brent Crude Oil(ICE) as of Jun 30, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   17 27 28 28 31 31 31 32 32 33 33
Closed Higher   11 13 19 18 17 15 14 16 16 19 21
Exceeded High   9 12 17 17 13 13 9 14 15 17 17
Scenario Percentage   82% 92% 89% 94% 76% 87% 64% 88% 94% 89% 81%
Avg Max Increase   11.72% 8.64% 8.86% 8.12% 9.82% 8.91% 8.61% 11.15% 13.97% 17.37% 10.80%
Max Increase   32.73% 16.30% 24.89% 17.56% 29.43% 21.10% 15.07% 23.89% 32.98% 58.37% 42.01%
Avg Days To Max Increase   17 17 17 17 14 13 21 15 18 14 15
Avg Max Decline   -1.34% -1.01% -1.60% -1.88% -1.43% -1.53% -1.77% -2.27% -3.05% -2.78% -1.52%
Max Decline   -5.39% -5.44% -11.46% -12.32% -7.43% -8.00% -3.80% -9.12% -13.71% -12.55% -4.76%
Avg Days to Max Decline   11 7 6 8 8 4 6 6 8 7 4
2022 Contract Condition   Yes Yes Yes Yes   Yes Yes   Yes Yes Yes
Action   Yes Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   17 27 28 28 31 31 31 32 32 33 33
Closed Lower   6 14 9 10 14 16 17 16 16 14 12
Penetrated Low   3 7 6 8 10 14 14 13 10 9 5
Scenario Percentage   50% 50% 67% 80% 71% 88% 82% 81% 63% 64% 42%
Avg Max Decline   11.82% 8.28% 10.79% 11.11% 11.89% 12.94% 15.80% 17.53% 14.11% 17.60% 16.52%
Max Decline   19.99% 17.98% 29.83% 27.01% 45.15% 48.62% 40.58% 39.59% 27.46% 61.63% 56.41%
Avg Days To Max Decline   20 19 15 18 18 15 19 16 16 13 20
Avg Max Increase   -1.22% -0.69% -0.36% -2.09% -3.90% -1.92% -2.23% -3.18% -4.65% -2.90% -3.30%
Max Increase   -3.24% -1.98% -5.47% -11.39% -16.92% -9.15% -6.78% -15.55% -12.81% -7.28% -8.52%
Avg Days to Max Increase   9 4 5 13 15 10 4 10 10 5 7
2022 Contract Condition           Yes     Yes      
Action           No     Yes      
High 62.74 63.85 66.12 70.99 71.98 70.88 76.33 82.15 81.21 79.10 88.86 102.26
Low 58.00 59.25 62.14 66.35 64.09 62.27 67.78 74.14 66.63 65.10 76.18 86.31
Close/Last 58.67 62.67 65.62 69.88 71.02 68.80 74.84 79.63 68.21 76.90 87.85 97.97

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