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 December Cotton(ICE) as of Sep 30, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 44 44 44 44 44 44 44 45 45 45
Closed Higher   24 25 25 28 20 24 21 17 17 24 24
Exceeded High   22 22 19 23 16 19 17 15 13 14 7
Scenario Percentage   92% 88% 76% 82% 80% 79% 81% 88% 76% 58% 29%
Avg Max Increase   8.07% 6.63% 9.59% 7.30% 12.23% 9.97% 13.46% 13.38% 13.32% 8.29% 3.42%
Max Increase   28.86% 31.87% 33.85% 31.42% 33.57% 55.24% 49.88% 51.39% 54.27% 25.52% 8.67%
Avg Days To Max Increase   14 21 19 19 15 17 21 16 16 10 3
Avg Max Decline   -1.14% -2.18% -1.71% -2.86% -2.70% -2.14% -2.15% -3.56% -2.49% -1.78% -0.58%
Max Decline   -3.19% -10.35% -7.08% -10.65% -9.99% -10.75% -6.53% -9.53% -6.49% -5.94% -1.71%
Avg Days to Max Decline   8 9 6 15 4 8 5 8 5 5 2
2017 Contract Condition   Yes Yes   Yes     Yes Yes      
Action   Yes Yes   No     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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 44 44 44 44 44 44 44 45 45 45
Closed Lower   20 19 19 16 24 20 23 27 28 21 21
Penetrated Low   16 16 14 14 21 18 21 17 21 15 4
Scenario Percentage   80% 84% 74% 88% 88% 90% 91% 63% 75% 71% 19%
Avg Max Decline   7.37% 6.20% 8.82% 10.08% 7.86% 9.71% 8.02% 10.60% 8.93% 6.75% 3.48%
Max Decline   20.96% 19.97% 25.57% 25.70% 26.30% 21.41% 26.03% 37.46% 35.90% 17.14% 5.94%
Avg Days To Max Decline   13 16 22 17 16 14 18 20 17 15 3
Avg Max Increase   -1.51% -2.52% -3.72% -2.48% -2.64% -2.03% -1.84% -1.88% -3.92% -1.92% -0.78%
Max Increase   -5.15% -9.20% -13.11% -12.82% -13.00% -10.03% -8.92% -5.14% -12.09% -5.87% -1.56%
Avg Days to Max Increase   7 13 11 9 6 8 7 11 14 3 1
2017 Contract Condition       Yes   Yes Yes     Yes Yes  
Action       Yes   Yes No     Yes    
High 70.51 72.35 74.60 75.72 75.16 75.15 73.70 69.72 71.20 75.75 68.80  
Low 68.56 69.81 71.80 73.00 72.19 72.15 66.15 66.28 66.64 67.86 67.55  
Close/Last 69.54 71.83 74.38 74.09 74.62 72.79 68.59 68.86 70.93 68.45 67.57  

Banner

Newsflash

How do you best get around MRCI's extensive website? Learn tips & tricks with our new Navigation Tutorial: http://www.mrci.com/tutorials/mrcionline/