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 May Corn(CBOT) as of Jan 01, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   40 45 45 45 45 45 45 45 45 45 45
Closed Higher   15 16 22 17 23 17 23 21 23 23 19
Exceeded High   12 12 14 14 16 11 19 17 17 22 16
Scenario Percentage   80% 75% 64% 82% 70% 65% 83% 81% 74% 96% 84%
Avg Max Increase   12.94% 13.43% 8.03% 11.88% 7.63% 10.05% 8.65% 8.55% 7.30% 6.34% 5.84%
Max Increase   64.95% 28.32% 31.72% 41.11% 17.13% 28.57% 28.07% 16.47% 30.76% 26.04% 19.70%
Avg Days To Max Increase   10 18 15 16 21 16 18 23 12 7 8
Avg Max Decline   -0.61% -2.52% -2.63% -3.36% -2.03% -2.85% -2.43% -2.01% -3.67% -1.53% -1.22%
Max Decline   -4.17% -10.75% -10.29% -9.93% -12.15% -8.72% -9.03% -5.24% -16.83% -10.93% -5.25%
Avg Days to Max Decline   4 6 13 10 11 8 11 15 9 7 3
2012 Contract Condition     Yes Yes   Yes   Yes   Yes   Yes
Action     Yes No   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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   40 45 45 45 45 45 45 45 45 45 45
Closed Lower   25 29 23 28 21 27 21 24 22 22 26
Penetrated Low   22 23 16 22 16 19 15 22 14 16 16
Scenario Percentage   88% 79% 70% 79% 76% 70% 71% 92% 64% 73% 62%
Avg Max Decline   9.81% 6.71% 6.95% 6.97% 7.85% 6.57% 5.96% 5.91% 5.53% 6.22% 3.95%
Max Decline   18.43% 19.10% 36.47% 29.80% 26.70% 22.00% 24.08% 19.54% 13.19% 11.33% 10.93%
Avg Days To Max Decline   18 19 14 23 16 14 16 18 17 10 8
Avg Max Increase   -2.03% -2.19% -1.11% -2.26% -1.84% -1.48% -1.85% -1.92% -1.83% -1.46% -1.10%
Max Increase   -13.32% -9.45% -3.88% -4.86% -5.93% -3.33% -4.64% -6.59% -4.53% -5.66% -4.31%
Avg Days to Max Increase   5 8 3 12 9 8 10 8 5 8 2
2012 Contract Condition   Yes     Yes   Yes   Yes   Yes  
Action   Yes     Yes   Yes   No   Yes  
High 702.25 739.00 719.00 793.00 783.75 679.75 683.25 656.50 672.50 661.50 675.75 666.00
Low 636.75 639.00 597.50 688.25 613.25 594.25 595.00 584.50 599.00 626.00 603.00 599.50
Close/Last 690.00 639.00 687.50 783.75 613.50 665.00 615.25 654.75 645.25 658.00 644.00 660.25

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