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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 Oct 06, 2023
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   18 29 29 29 32 32 32 32 33 34 34
Closed Higher   12 20 14 13 15 16 15 16 20 20 22
Exceeded High   10 18 11 12 9 13 14 15 19 18 18
Scenario Percentage   83% 90% 79% 92% 60% 81% 93% 94% 95% 90% 82%
Avg Max Increase   6.83% 8.14% 10.32% 8.86% 8.36% 9.52% 12.72% 15.47% 13.28% 12.16% 6.70%
Max Increase   17.79% 21.34% 28.84% 20.55% 13.97% 17.99% 28.48% 51.85% 39.87% 26.78% 21.66%
Avg Days To Max Increase   16 17 13 12 21 14 17 13 17 15 15
Avg Max Decline   -2.07% -1.05% -1.47% -1.31% -1.70% -2.04% -2.09% -2.71% -2.64% -3.51% -1.92%
Max Decline   -11.06% -11.67% -5.52% -4.92% -3.57% -8.71% -8.65% -11.14% -15.72% -11.90% -8.53%
Avg Days to Max Decline   10 9 8 4 6 7 9 5 8 8 4
2023 Contract Condition     Yes     Yes Yes   Yes     Yes
Action     No     Yes No   No     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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   18 29 29 29 32 32 32 32 33 34 34
Closed Lower   6 9 15 16 17 16 16 15 13 14 12
Penetrated Low   4 9 9 12 15 13 10 8 6 8 6
Scenario Percentage   67% 100% 60% 75% 88% 81% 63% 53% 46% 57% 50%
Avg Max Decline   12.24% 9.56% 13.86% 13.31% 13.86% 14.31% 13.06% 15.26% 18.45% 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   10 17 15 13 18 15 16 11 20 11 19
Avg Max Increase   -0.55% -0.25% -2.83% -1.39% -1.97% -2.06% -4.10% -2.93% -4.76% -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   7 12 10 8 6 7 10 5 11 7 3
2023 Contract Condition   Yes   Yes Yes     Yes   Yes Yes  
Action   Yes   Yes No     No   Yes No  
High 97.37 103.60 94.23 92.11 87.72 88.86 91.31 87.35 87.86 85.41 85.69 86.90
Low 88.91 91.37 84.55 85.63 75.83 78.81 79.87 75.95 77.45 78.08 70.10 77.36
Close/Last 95.95 92.07 92.54 87.88 77.35 85.25 85.75 84.20 84.31 82.33 79.73 80.33

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