1.90-Day Oil-Price-Shock Scenario Model
Scenario Matrix Dashboard · 2026
A macro research analyst generated a 90-day oil-price-shock scenario model to replace a manual, seven-step scripting workflow. The dashboard summarizes 48 historical shock clusters since 1987, showing a median historical magnitude of +17.4% and a 90th percentile Brent-WTI spread of $28.78. The High scenario models a full closure with a +62.9% magnitude and a peak spread of $28.78, resulting in a Brent Day 90 value of 150.59, while automatically filtering out 4 unstable exponential-fit values to maintain data hygiene.
What it shows:
How automated filtering of unstable values improves scenario modeling reliability.




