Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September Australian Dollar(CME) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   16 16 16 21 22 24 27 27 27 27 27
Closed Higher   11 9 8 10 15 13 19 10 15 14 13
Exceeded High   10 7 8 7 14 11 16 10 13 11 8
Scenario Percentage   91% 78% 100% 70% 93% 85% 84% 100% 87% 79% 62%
Avg Max Increase   3.67% 4.09% 2.92% 4.11% 5.01% 5.76% 4.48% 3.05% 3.99% 2.79% 2.10%
Max Increase   6.89% 8.30% 6.67% 5.86% 14.85% 15.44% 13.38% 6.14% 9.66% 5.75% 2.99%
Avg Days To Max Increase   19 13 13 15 19 18 17 14 16 13 11
Avg Max Decline   -0.63% -1.02% -0.79% -0.17% -1.36% -0.73% -0.79% -1.09% -1.22% -1.37% -0.84%
Max Decline   -2.13% -3.83% -3.36% -0.83% -5.29% -1.82% -4.12% -3.37% -4.56% -2.99% -2.28%
Avg Days to Max Decline   7 12 9 4 10 4 5 10 7 15 3
2013 Contract Condition   Yes Yes Yes Yes   Yes          
Action   Yes Yes Yes No   Yes          
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   16 16 16 21 22 24 27 27 27 27 27
Closed Lower   5 7 8 11 7 11 8 17 12 13 14
Penetrated Low   4 4 4 8 5 7 8 13 6 10 6
Scenario Percentage   80% 57% 50% 73% 71% 64% 100% 76% 50% 77% 43%
Avg Max Decline   3.37% 3.45% 2.85% 3.37% 5.36% 5.19% 5.66% 2.73% 5.28% 5.12% 3.86%
Max Decline   7.59% 7.05% 3.34% 11.67% 8.85% 10.49% 11.67% 6.32% 11.68% 15.72% 7.69%
Avg Days To Max Decline   22 21 9 11 21 19 21 15 12 13 10
Avg Max Increase   -1.45% -2.22% -1.88% -1.46% -0.66% -0.65% -1.26% -1.12% -1.35% -0.76% -0.19%
Max Increase   -1.54% -4.75% -3.74% -6.67% -0.89% -1.57% -2.27% -4.92% -2.41% -2.48% -1.11%
Avg Days to Max Increase   17 26 8 5 6 14 10 7 14 7 2
2013 Contract Condition           Yes   Yes Yes Yes Yes Yes
Action           No   Yes Yes Yes Yes Not Yet
High 102.43 101.33 102.44 103.54 104.06 102.68 103.54 104.54 102.69 97.19 92.84 92.17
Low 98.95 99.11 100.96 101.74 102.00 100.40 100.50 101.14 94.57 90.62 89.01 88.23
Close/Last 100.92 101.33 101.99 102.00 102.68 100.77 102.83 102.59 95.02 91.07 89.78 88.92

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy