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 Corn(CBOT) as of Jan 21, 2022
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 17 24 25 25 26 18 22 16 14 20
Exceeded High   15 10 19 22 20 24 15 18 11 8 10
Scenario Percentage   60% 59% 79% 88% 80% 92% 83% 82% 69% 57% 50%
Avg Max Increase   6.97% 9.62% 7.93% 7.10% 7.32% 8.48% 9.91% 10.53% 13.21% 10.95% 4.47%
Max Increase   14.84% 26.38% 20.32% 16.18% 25.94% 32.26% 25.29% 56.06% 34.25% 20.11% 11.13%
Avg Days To Max Increase   21 15 18 20 14 14 15 14 12 10 7
Avg Max Decline   -1.81% -2.77% -1.52% -1.25% -3.07% -2.39% -3.51% -2.90% -0.45% -1.15% -1.09%
Max Decline   -10.94% -7.80% -6.73% -3.26% -10.61% -10.55% -10.89% -5.50% -5.47% -3.01% -2.19%
Avg Days to Max Decline   8 9 6 9 10 12 13 9 4 3 2
2021 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 28 20 20 20 19 27 23 29 31 25
Penetrated Low   17 19 16 20 15 19 24 22 26 26 14
Scenario Percentage   85% 68% 80% 100% 75% 100% 89% 96% 90% 84% 56%
Avg Max Decline   5.72% 5.40% 4.17% 5.43% 5.43% 6.55% 8.60% 11.51% 13.28% 8.26% 5.11%
Max Decline   25.43% 15.90% 14.00% 11.78% 15.44% 11.23% 18.83% 27.77% 19.93% 17.40% 9.09%
Avg Days To Max Decline   16 11 16 18 15 17 21 21 15 11 9
Avg Max Increase   -1.54% -1.60% -1.38% -2.00% -2.76% -2.47% -3.72% -4.98% -2.81% -2.55% -1.04%
Max Increase   -6.50% -6.05% -3.85% -6.44% -9.03% -5.43% -19.29% -27.18% -18.45% -8.17% -3.60%
Avg Days to Max Increase   7 7 6 13 13 7 11 10 6 7 3
2021 Contract Condition   Yes             Yes   Yes Yes
Action   No             Yes   Yes Yes
High 392.25 402.75 419.50 448.25 489.00 498.00 504.25 616.50 656.00 649.25 626.00 589.50
Low 370.25 380.50 383.75 404.50 443.25 463.75 467.50 495.25 525.00 528.00 520.75 524.00
Close/Last 388.25 387.25 411.00 446.50 470.25 489.50 496.00 592.25 573.25 599.25 547.00 534.00

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