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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   23 27 27 27 30 30 30 32 32 32 32
Closed Higher   14 12 12 16 14 16 18 19 21 15 17
Exceeded High   12 11 9 14 13 13 17 18 19 12 13
Scenario Percentage   86% 92% 75% 88% 93% 81% 94% 95% 90% 80% 76%
Avg Max Increase   8.58% 8.33% 7.66% 9.04% 11.04% 12.91% 10.83% 11.09% 10.13% 10.76% 7.25%
Max Increase   28.15% 19.43% 12.89% 17.34% 25.66% 27.12% 27.55% 24.51% 37.42% 17.61% 13.60%
Avg Days To Max Increase   14 12 16 12 18 14 17 16 16 19 16
Avg Max Decline   -1.47% -0.85% -1.42% -1.69% -1.91% -2.70% -2.58% -3.07% -2.26% -2.59% -1.52%
Max Decline   -4.60% -3.75% -3.54% -8.81% -7.13% -10.38% -14.85% -9.71% -7.61% -7.60% -4.09%
Avg Days to Max Decline   7 4 6 6 6 5 8 8 7 8 4
2021 Contract Condition   Yes     Yes Yes Yes Yes   Yes Yes Yes
Action   No     Yes Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   23 27 27 27 30 30 30 32 32 32 32
Closed Lower   9 15 15 11 16 14 12 13 11 17 15
Penetrated Low   7 13 14 7 10 6 5 7 6 12 8
Scenario Percentage   78% 87% 93% 64% 63% 43% 42% 54% 55% 71% 53%
Avg Max Decline   14.44% 11.42% 12.45% 20.67% 12.23% 16.36% 16.55% 9.63% 12.64% 10.44% 9.63%
Max Decline   41.98% 44.60% 36.28% 37.04% 26.30% 44.96% 51.03% 28.48% 24.86% 21.51% 18.49%
Avg Days To Max Decline   15 12 17 19 16 14 20 9 20 17 19
Avg Max Increase   -2.10% -0.71% -2.26% -0.16% -3.49% -2.99% -4.20% -4.07% -4.04% -1.44% -0.99%
Max Increase   -8.93% -7.93% -6.26% -7.22% -7.84% -6.72% -9.39% -19.84% -8.73% -3.50% -2.70%
Avg Days to Max Increase   10 6 7 2 7 6 11 3 9 6 2
2021 Contract Condition     Yes Yes         Yes      
Action     Yes Yes         No      
High 46.95 48.82 48.37 45.82 48.82 51.91 55.81 64.34 68.15 67.49 69.42 75.77
Low 44.15 47.22 43.83 39.93 39.15 46.90 50.23 53.27 59.55 60.39 64.22 68.98
Close/Last 46.39 47.99 45.06 40.84 48.09 51.20 53.61 61.90 61.49 65.80 68.95 74.62

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.