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 January Soybean Oil(CBOT) 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   41 44 45 45 45 45 45 45 45 45 45
Closed Higher   27 28 27 22 21 21 21 19 24 24 16
Exceeded High   26 28 22 18 17 16 15 16 17 16 12
Scenario Percentage   96% 100% 81% 82% 81% 76% 71% 84% 71% 67% 75%
Avg Max Increase   7.36% 9.75% 13.12% 18.32% 21.32% 12.00% 9.81% 12.49% 10.83% 10.08% 6.41%
Max Increase   17.89% 35.80% 41.28% 76.18% 73.84% 53.60% 29.96% 32.54% 20.47% 26.54% 11.75%
Avg Days To Max Increase   17 17 18 16 16 19 17 19 16 9 9
Avg Max Decline   -1.09% -1.77% -2.15% -2.84% -1.43% -4.37% -1.66% -3.26% -1.26% -1.88% -1.07%
Max Decline   -5.62% -6.08% -7.76% -8.93% -5.39% -18.78% -7.29% -11.08% -4.43% -7.20% -6.09%
Avg Days to Max Decline   8 8 10 7 9 11 6 4 4 9 4
2013 Contract Condition   Yes Yes     Yes Yes Yes        
Action   Yes Yes     Yes Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   41 44 45 45 45 45 45 45 45 45 45
Closed Lower   14 15 18 23 24 24 24 26 21 21 29
Penetrated Low   9 13 13 21 21 17 18 22 16 16 15
Scenario Percentage   64% 87% 72% 91% 88% 71% 75% 85% 76% 76% 52%
Avg Max Decline   5.32% 5.91% 9.18% 8.01% 10.27% 7.44% 9.43% 8.94% 8.76% 6.09% 3.14%
Max Decline   14.48% 13.42% 13.33% 18.81% 25.87% 26.56% 42.91% 32.78% 20.13% 14.41% 6.97%
Avg Days To Max Decline   15 18 20 22 18 16 16 17 19 11 6
Avg Max Increase   -2.21% -2.89% -1.62% -2.09% -2.44% -2.92% -3.13% -1.91% -4.98% -3.24% -0.45%
Max Increase   -4.32% -6.13% -4.38% -5.60% -13.28% -9.84% -13.90% -7.33% -19.53% -9.68% -1.22%
Avg Days to Max Increase   6 15 6 11 5 11 7 4 9 7 3
2013 Contract Condition       Yes Yes       Yes Yes Yes Yes
Action       Yes Yes       Yes Yes Not Yet Not Yet
High 53.74 55.75 56.83 58.47 56.45 53.60 56.24 58.03 58.69 52.89 51.26 51.38
Low 51.57 52.60 54.14 55.79 49.85 49.00 52.37 52.17 52.03 49.79 46.89 47.53
Close/Last 52.47 55.41 56.33 56.03 50.52 53.35 53.68 57.32 53.00 50.53 49.74 49.16

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