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 Cotton(ICE) as of May 09, 2024
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   19 21 21 17 26 21 32 24 26 23 24
Exceeded High   14 17 14 15 20 17 28 19 23 15 13
Scenario Percentage   74% 81% 67% 88% 77% 81% 88% 79% 88% 65% 54%
Avg Max Increase   7.35% 8.60% 13.28% 10.95% 7.52% 9.63% 11.74% 12.14% 8.67% 9.06% 2.93%
Max Increase   19.00% 42.15% 44.70% 47.39% 25.88% 23.85% 51.83% 34.64% 18.77% 26.32% 9.74%
Avg Days To Max Increase   15 18 14 16 18 24 20 16 20 10 5
Avg Max Decline   -1.57% -1.61% -1.97% -2.04% -1.71% -2.18% -2.69% -3.19% -3.35% -2.77% -0.73%
Max Decline   -9.69% -5.81% -4.88% -5.32% -8.93% -6.54% -11.48% -9.28% -11.07% -7.60% -2.48%
Avg Days to Max Decline   7 9 7 6 6 7 13 11 14 6 2
2024 Contract Condition   Yes Yes Yes Yes     Yes Yes Yes    
Action   Yes Yes Yes Yes     Yes Yes 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   25 24 24 28 19 24 12 21 19 22 21
Penetrated Low   21 19 15 23 14 15 9 17 17 16 11
Scenario Percentage   84% 79% 63% 82% 74% 63% 75% 81% 89% 73% 52%
Avg Max Decline   8.63% 7.33% 8.40% 7.35% 6.68% 5.07% 7.75% 8.08% 7.88% 7.18% 5.24%
Max Decline   19.46% 24.24% 34.92% 36.84% 20.01% 9.43% 19.01% 28.56% 21.37% 18.01% 13.97%
Avg Days To Max Decline   14 19 18 17 14 18 20 17 17 8 5
Avg Max Increase   -1.89% -1.52% -2.17% -2.94% -1.99% -2.05% -2.03% -2.71% -3.66% -2.87% -0.41%
Max Increase   -10.38% -6.93% -5.87% -6.36% -6.18% -4.69% -8.98% -9.54% -12.01% -13.86% -1.95%
Avg Days to Max Increase   10 5 13 13 5 11 16 12 9 7 2
2024 Contract Condition           Yes Yes       Yes Yes
Action           Yes No       Yes Yes
High 83.45 82.09 87.87 88.40 90.30 90.44 84.50 83.45 87.07 103.80 101.50 92.90
Low 78.69 77.34 79.31 83.55 85.48 84.53 78.91 79.28 80.77 86.00 90.51 77.41
Close/Last 79.76 80.34 84.71 87.68 88.50 84.56 80.70 82.15 86.41 99.57 91.38 77.92

Banner

Login

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!!!