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 Corn(CBOT) 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 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 25 26 22 21 16 17 22 19 20 17
Exceeded High   22 19 22 19 18 12 13 13 16 12 6
Scenario Percentage   96% 76% 85% 86% 86% 75% 76% 59% 84% 60% 35%
Avg Max Increase   6.77% 7.27% 8.57% 14.56% 12.47% 13.94% 13.50% 8.89% 12.32% 7.17% 6.04%
Max Increase   19.16% 15.57% 37.39% 62.47% 50.71% 37.37% 29.99% 33.86% 44.00% 17.85% 17.37%
Avg Days To Max Increase   20 12 16 16 12 12 17 14 17 12 8
Avg Max Decline   -1.56% -2.88% -1.86% -3.65% -2.64% -0.65% -2.79% -3.15% -3.22% -2.07% -0.30%
Max Decline   -7.86% -10.22% -10.38% -8.15% -6.10% -5.65% -12.19% -11.79% -10.19% -7.38% -1.33%
Avg Days to Max Decline   12 8 14 12 6 4 6 13 9 3 2
2017 Contract Condition   Yes Yes     Yes Yes          
Action   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 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 20 19 23 24 29 28 23 26 24 28
Penetrated Low   20 15 19 22 22 24 23 15 22 21 18
Scenario Percentage   95% 75% 100% 96% 92% 83% 82% 65% 85% 88% 64%
Avg Max Decline   5.15% 4.87% 6.21% 8.68% 9.82% 11.55% 8.00% 8.73% 7.99% 7.63% 4.43%
Max Decline   17.02% 7.90% 12.32% 18.00% 24.31% 17.55% 20.08% 37.78% 30.97% 27.77% 17.02%
Avg Days To Max Decline   17 15 16 21 23 17 17 15 19 11 8
Avg Max Increase   -2.03% -2.56% -3.20% -3.35% -5.04% -2.44% -3.20% -1.25% -2.32% -1.76% -1.08%
Max Increase   -6.33% -7.38% -7.08% -19.34% -27.57% -17.80% -11.02% -4.37% -5.13% -5.11% -3.20%
Avg Days to Max Increase   9 13 11 10 12 6 11 4 10 5 2
2017 Contract Condition       Yes Yes     Yes Yes Yes Yes  
Action       No Yes     Yes Not Yet Not Yet    
High 393.00 396.75 404.00 401.50 395.75 395.75 409.00 417.25 389.00 362.00 356.25  
Low 374.50 380.25 385.75 378.25 379.25 382.00 374.00 379.25 344.25 345.50 351.00  
Close/Last 380.00 387.25 393.75 388.25 385.00 391.00 392.00 384.75 357.75 355.25 351.50  

Banner

Newsflash

Some browsers and pop-up blockers may be experiencing difficulties with our new software update. While we are working to resolve those issues, we appreciate both your patience and your feedback. In the meantime, if you wish to disable our new pop-up charts, simply minimize the first one that pops up on a mouseover. This will disable our new pop-up charts until we can implement a better solution.