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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Brent Crude Oil(ICE) as of Jan 01, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   20 20 20 23 23 23 24 25 25 25 25
Closed Higher   10 9 9 11 10 12 15 16 15 11 13
Exceeded High   9 7 7 9 9 11 15 15 14 8 11
Scenario Percentage   90% 78% 78% 82% 90% 92% 100% 94% 93% 73% 85%
Avg Max Increase   9.44% 10.09% 6.94% 6.84% 11.48% 11.93% 11.71% 10.39% 8.38% 10.89% 6.71%
Max Increase   28.49% 19.59% 12.62% 17.55% 21.87% 25.00% 29.20% 25.31% 29.92% 15.42% 10.97%
Avg Days To Max Increase   15 15 15 13 18 11 17 14 14 14 12
Avg Max Decline   -1.27% -1.22% -2.10% -2.10% -2.19% -2.35% -1.69% -3.15% -2.32% -1.62% -1.53%
Max Decline   -4.99% -4.53% -3.52% -8.39% -8.13% -10.75% -4.33% -10.48% -8.63% -4.63% -3.95%
Avg Days to Max Decline   7 6 13 7 7 6 8 9 7 6 4
2014 Contract Condition   Yes   Yes Yes Yes   Yes     Yes Yes
Action   No   Yes Yes No   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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   20 20 20 23 23 23 24 25 25 25 25
Closed Lower   10 11 11 12 13 11 9 9 10 14 12
Penetrated Low   6 9 9 9 8 5 4 5 5 9 5
Scenario Percentage   60% 82% 82% 75% 62% 45% 44% 56% 50% 64% 42%
Avg Max Decline   14.57% 11.41% 11.61% 10.39% 10.45% 10.63% 8.23% 5.01% 13.72% 8.97% 5.09%
Max Decline   43.27% 45.40% 36.95% 26.67% 23.91% 21.89% 14.91% 12.61% 25.51% 14.22% 7.31%
Avg Days To Max Decline   15 13 18 16 16 14 20 11 20 15 10
Avg Max Increase   -1.40% -0.38% -2.52% -1.22% -3.92% -2.98% -3.84% -1.07% -4.32% -1.78% -0.98%
Max Increase   -8.52% -3.78% -4.76% -10.66% -10.05% -6.85% -9.81% -1.79% -9.51% -3.62% -3.14%
Avg Days to Max Increase   11 9 8 10 9 4 14 8 6 5 2
2014 Contract Condition     Yes       Yes   Yes Yes    
Action     Yes       Yes   Yes No    
High 102.19 106.29 105.85 106.28 108.94 110.18 108.91 109.09 110.32 109.76 110.16 115.71
Low 98.24 100.25 102.02 102.28 101.89 106.16 103.57 103.18 104.60 103.57 105.79 107.11
Close/Last 101.90 104.52 102.41 105.31 107.60 108.47 104.13 107.50 107.00 106.96 108.68 112.36

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