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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Brent Crude Oil(ICE) as of Jan 21, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   16 27 27 27 30 30 30 30 31 32 32
Closed Higher   11 18 14 12 13 15 14 14 19 19 20
Exceeded High   9 17 11 11 8 13 13 14 18 18 17
Scenario Percentage   82% 94% 79% 92% 62% 87% 93% 100% 95% 95% 85%
Avg Max Increase   7.31% 8.21% 10.32% 8.81% 8.51% 9.52% 11.50% 12.87% 11.80% 12.16% 6.28%
Max Increase   17.79% 21.34% 28.84% 20.55% 13.97% 17.99% 27.15% 28.63% 30.75% 26.78% 21.66%
Avg Days To Max Increase   17 16 13 12 22 14 16 13 18 15 14
Avg Max Decline   -2.38% -0.43% -1.47% -1.35% -1.87% -2.04% -2.19% -2.78% -2.81% -3.51% -1.71%
Max Decline   -11.06% -7.84% -5.52% -4.92% -3.57% -8.71% -8.65% -11.14% -15.72% -11.90% -8.53%
Avg Days to Max Decline   11 8 8 5 7 7 10 6 8 8 3
2021 Contract Condition   Yes Yes Yes     Yes Yes Yes Yes   Yes
Action   Yes Yes 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   16 27 27 27 30 30 30 30 31 32 32
Closed Lower   5 9 13 15 17 15 15 15 12 13 12
Penetrated Low   3 9 8 12 15 12 10 8 5 8 6
Scenario Percentage   60% 100% 62% 80% 88% 80% 67% 53% 42% 62% 50%
Avg Max Decline   13.59% 9.56% 13.88% 13.31% 13.86% 15.16% 13.06% 15.26% 19.17% 10.45% 8.58%
Max Decline   28.05% 26.29% 43.96% 46.81% 38.13% 38.33% 26.91% 49.98% 59.68% 32.60% 13.69%
Avg Days To Max Decline   11 17 13 13 18 16 16 11 20 11 19
Avg Max Increase   0.05% -0.25% -3.20% -1.39% -1.97% -1.85% -4.10% -2.93% -4.90% -5.10% -2.53%
Max Increase   -4.95% -9.00% -15.80% -8.68% -5.07% -11.24% -11.11% -6.98% -10.44% -29.16% -5.72%
Avg Days to Max Increase   8 12 11 8 6 7 10 5 11 7 3
2021 Contract Condition         Yes Yes         Yes  
Action         Yes Yes         No  
High 42.10 45.16 46.60 48.93 48.50 45.56 48.89 52.19 56.46 65.47 69.73 68.44
Low 35.21 41.82 43.27 45.87 42.96 39.51 38.55 46.92 50.49 53.85 60.05 60.93
Close/Last 42.10 43.25 46.01 47.65 44.63 40.31 48.11 51.49 54.21 63.04 62.31 66.76

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