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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   24 28 28 28 30 31 31 32 32 33 33
Closed Higher   11 19 18 14 14 13 16 16 17 21 19
Exceeded High   11 17 16 10 13 8 14 15 16 18 16
Scenario Percentage   100% 89% 89% 71% 93% 62% 88% 94% 94% 86% 84%
Avg Max Increase   8.92% 8.95% 8.21% 11.77% 8.63% 8.37% 10.85% 12.90% 15.78% 14.07% 9.16%
Max Increase   17.73% 25.53% 16.40% 29.40% 20.85% 14.55% 23.40% 30.13% 55.71% 41.86% 19.49%
Avg Days To Max Increase   16 18 20 16 12 20 15 18 14 14 16
Avg Max Decline   -1.42% -2.01% -1.92% -1.80% -1.56% -1.96% -2.26% -3.01% -2.71% -2.69% -1.69%
Max Decline   -5.67% -12.64% -12.14% -6.48% -7.38% -3.68% -9.05% -13.99% -11.97% -16.18% -7.59%
Avg Days to Max Decline   7 6 9 10 5 4 6 8 5 7 2
2022 Contract Condition   Yes Yes Yes   Yes Yes   Yes Yes Yes Yes
Action   Yes Yes Yes   Yes No   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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   24 28 28 28 30 31 31 32 32 33 33
Closed Lower   13 9 10 14 16 18 15 16 15 12 14
Penetrated Low   7 6 8 9 14 15 12 10 9 5 7
Scenario Percentage   54% 67% 80% 64% 88% 83% 80% 63% 60% 42% 50%
Avg Max Decline   8.03% 10.79% 11.14% 13.12% 13.25% 14.46% 16.12% 13.57% 16.35% 21.46% 12.85%
Max Decline   17.56% 29.33% 26.73% 44.80% 47.72% 39.33% 38.98% 27.20% 55.01% 67.78% 39.35%
Avg Days To Max Decline   17 17 20 13 13 18 17 16 13 20 8
Avg Max Increase   -0.98% -0.90% -2.05% -4.03% -1.39% -2.39% -2.02% -4.46% -2.79% -4.90% -6.42%
Max Increase   -2.55% -5.45% -10.80% -16.88% -8.96% -5.87% -11.77% -11.85% -7.09% -10.78% -38.14%
Avg Days to Max Increase   5 7 13 13 4 6 8 10 5 16 2
2022 Contract Condition         Yes     Yes        
Action         No     Yes        
High 63.95 66.24 70.54 71.55 70.49 75.73 81.44 80.38 78.56 87.65 99.41 134.91
Low 58.18 61.61 65.63 63.78 62.04 67.45 73.62 66.29 64.91 75.72 85.11 94.61
Close/Last 62.40 65.31 69.46 70.61 68.44 74.29 78.87 67.82 76.39 86.64 95.10 104.71

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