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 Soybean Oil(CBOT) as of Jan 01, 2015
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   40 44 45 45 45 45 45 45 45 45 45
Closed Higher   23 19 22 24 29 26 26 21 20 19 20
Exceeded High   16 14 18 19 26 22 21 16 14 9 8
Scenario Percentage   70% 74% 82% 79% 90% 85% 81% 76% 70% 47% 40%
Avg Max Increase   9.41% 8.87% 12.73% 11.96% 9.29% 11.88% 12.35% 21.43% 22.87% 15.28% 4.90%
Max Increase   18.48% 22.21% 48.88% 39.19% 27.07% 38.29% 43.95% 72.36% 81.17% 52.27% 12.56%
Avg Days To Max Increase   20 16 18 13 16 16 15 18 18 15 6
Avg Max Decline   -1.08% -1.88% -1.64% -1.56% -1.72% -1.90% -2.10% -3.11% -1.08% -2.19% -0.46%
Max Decline   -6.64% -8.22% -5.70% -6.71% -5.99% -6.90% -7.70% -9.75% -3.74% -6.00% -2.11%
Avg Days to Max Decline   4 7 8 7 6 7 5 6 7 3 2
2014 Contract Condition   Yes       Yes   Yes   Yes    
Action   No       Yes   No   No    
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   40 44 45 45 45 45 45 45 45 45 45
Closed Lower   17 24 23 21 16 19 19 23 25 26 25
Penetrated Low   14 20 19 11 11 16 16 20 23 19 14
Scenario Percentage   82% 83% 83% 52% 69% 84% 84% 87% 92% 73% 56%
Avg Max Decline   6.72% 6.32% 6.34% 7.64% 5.69% 5.92% 8.68% 9.58% 10.81% 6.92% 5.24%
Max Decline   20.00% 24.93% 29.75% 22.24% 15.51% 15.15% 15.07% 20.30% 29.75% 19.67% 12.95%
Avg Days To Max Decline   21 16 17 8 15 18 20 24 15 10 7
Avg Max Increase   -4.10% -2.36% -2.79% -2.55% -2.18% -3.18% -2.60% -2.57% -3.01% -2.22% -0.94%
Max Increase   -12.58% -8.41% -11.93% -8.43% -4.40% -7.95% -8.94% -6.86% -13.63% -9.20% -4.87%
Avg Days to Max Increase   14 7 11 6 7 14 9 12 7 4 2
2014 Contract Condition     Yes Yes Yes   Yes   Yes   Yes Yes
Action     Yes Yes No   Yes   Yes   Yes Yes
High 45.56 43.55 43.36 42.41 40.00 41.51 44.45 43.44 41.90 41.28 39.27 36.24
Low 42.29 40.76 41.51 39.82 37.67 38.11 39.82 40.19 38.60 38.01 35.82 31.86
Close/Last 42.32 42.75 41.90 39.98 38.42 41.23 40.24 41.83 38.68 39.04 36.16 32.04

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!