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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Brent Crude Oil(ICE) as of Jan 01, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   14 25 25 25 28 28 28 30 30 30 31
Closed Higher   6 12 16 18 19 12 16 20 17 17 16
Exceeded High   4 11 15 17 16 11 14 19 13 13 8
Scenario Percentage   67% 92% 94% 94% 84% 92% 88% 95% 76% 76% 50%
Avg Max Increase   10.69% 10.73% 10.08% 10.14% 9.90% 8.55% 9.48% 13.56% 15.84% 9.23% 6.27%
Max Increase   16.45% 25.27% 22.49% 21.59% 33.70% 17.40% 18.83% 79.27% 47.85% 22.95% 11.63%
Avg Days To Max Increase   19 15 21 18 15 17 18 19 15 12 16
Avg Max Decline   -1.30% -2.40% -2.24% -2.80% -1.77% -1.94% -2.47% -2.29% -2.02% -3.55% -1.89%
Max Decline   -6.27% -9.46% -13.58% -9.03% -6.16% -6.31% -14.00% -13.44% -12.35% -11.87% -5.06%
Avg Days to Max Decline   9 5 11 7 7 7 8 7 7 5 3
2019 Contract Condition   Yes Yes   Yes Yes Yes Yes   Yes Yes  
Action   Yes 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   14 25 25 25 28 28 28 30 30 30 31
Closed Lower   8 13 9 7 9 16 12 10 13 13 15
Penetrated Low   5 6 3 4 5 10 8 8 9 10 12
Scenario Percentage   63% 46% 33% 57% 56% 63% 67% 80% 69% 77% 80%
Avg Max Decline   17.74% 7.64% 6.83% 5.44% 10.43% 9.71% 10.39% 12.01% 14.22% 16.61% 13.84%
Max Decline   24.71% 15.91% 10.97% 11.54% 22.43% 20.32% 32.60% 28.31% 48.27% 52.96% 29.41%
Avg Days To Max Decline   14 12 15 9 19 18 15 19 20 15 21
Avg Max Increase   -1.39% -1.16% -2.93% -1.65% -3.34% -1.38% -0.68% -4.09% -3.11% -2.16% -2.33%
Max Increase   -4.66% -5.47% -6.17% -5.91% -7.20% -3.31% -5.68% -23.15% -14.60% -10.46% -6.30%
Avg Days to Max Increase   4 2 19 8 10 5 6 11 12 5 4
2019 Contract Condition       Yes         Yes     Yes
Action       No         Yes     Yes
High 61.09 63.54 66.58 66.10 67.22 72.32 78.27 77.98 78.40 77.86 82.88 86.27
Low 57.69 59.17 63.20 59.42 60.75 64.11 69.69 71.00 71.26 70.93 74.98 74.58
Close/Last 59.68 63.32 65.45 62.01 66.29 71.54 75.78 77.70 74.38 77.13 82.24 75.04

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