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 June US Dollar Index(ICE) as of May 10, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   35 37 37 37 37 38 38 38 38 38 38
Closed Higher   17 18 18 15 21 13 21 20 20 12 23
Exceeded High   11 12 15 13 15 12 16 19 16 10 15
Scenario Percentage   65% 67% 83% 87% 71% 92% 76% 95% 80% 83% 65%
Avg Max Increase   3.63% 3.65% 3.59% 2.54% 2.79% 3.26% 3.50% 3.56% 3.75% 3.25% 1.54%
Max Increase   9.23% 13.23% 12.46% 5.46% 8.65% 8.79% 7.35% 11.75% 7.79% 8.31% 3.39%
Avg Days To Max Increase   17 21 16 16 17 14 18 18 20 15 9
Avg Max Decline   -0.43% -0.83% -0.66% -0.52% -1.18% -0.62% -1.48% -0.68% -1.10% -0.67% -0.65%
Max Decline   -1.21% -2.26% -2.60% -2.54% -2.70% -3.15% -2.98% -3.33% -3.17% -1.69% -2.01%
Avg Days to Max Decline   4 9 8 7 15 5 11 10 13 6 5
2024 Contract Condition     Yes Yes Yes     Yes Yes Yes Yes  
Action     Yes Yes Yes     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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   35 37 37 37 37 38 38 38 38 38 38
Closed Lower   18 19 19 22 16 25 17 18 18 26 15
Penetrated Low   15 14 17 15 13 20 14 13 17 20 8
Scenario Percentage   83% 74% 89% 68% 81% 80% 82% 72% 94% 77% 53%
Avg Max Decline   2.39% 3.51% 3.35% 4.10% 4.38% 2.57% 2.97% 3.73% 3.61% 2.42% 1.70%
Max Decline   4.87% 7.73% 7.97% 9.26% 8.25% 8.05% 7.19% 6.88% 7.73% 7.55% 2.93%
Avg Days To Max Decline   22 18 21 20 17 13 18 22 13 9 11
Avg Max Increase   -1.19% -0.51% -0.77% -0.38% -0.46% -0.96% -1.08% -1.20% -1.25% -0.67% -0.45%
Max Increase   -3.62% -2.94% -2.98% -1.64% -2.19% -2.86% -2.78% -5.46% -3.24% -3.41% -0.90%
Avg Days to Max Increase   14 5 10 8 4 6 8 12 8 5 3
2024 Contract Condition   Yes       Yes Yes         Yes
Action   No       Yes No          
High 102.027 102.055 102.872 105.575 105.940 105.955 103.372 103.250 104.490 104.450 106.325 106.380
Low 100.705 98.485 100.755 103.045 104.660 101.915 100.180 100.790 102.390 101.950 103.645 104.410
Close/Last 101.607 100.710 102.448 105.065 105.745 102.652 100.730 102.775 103.728 104.270 106.100 105.175

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