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 EuroFX(CME) as of Mar 31, 2017
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   16 16 16 16 17 17 18 18 18 18 18
Closed Higher   7 8 9 9 7 10 6 10 8 10 6
Exceeded High   7 6 8 8 5 6 5 8 8 8 5
Scenario Percentage   100% 75% 89% 89% 71% 60% 83% 80% 100% 80% 83%
Avg Max Increase   3.47% 3.40% 3.69% 3.89% 5.08% 3.88% 3.69% 4.04% 5.34% 2.81% 1.95%
Max Increase   6.39% 5.50% 7.34% 7.06% 9.95% 4.57% 6.98% 7.84% 9.75% 7.18% 3.39%
Avg Days To Max Increase   17 14 19 20 21 10 17 21 19 11 9
Avg Max Decline   -1.17% -0.72% -1.05% -0.89% -0.65% -1.67% -1.28% -1.07% -1.42% -0.79% -0.66%
Max Decline   -2.98% -2.62% -1.93% -2.17% -1.13% -3.69% -2.92% -2.73% -3.07% -2.80% -1.31%
Avg Days to Max Decline   17 3 12 7 6 6 9 7 7 4 2
2017 Contract Condition   Yes   Yes       Yes   Yes    
Action   Yes   No       Yes   Not Yet    
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   16 16 16 16 17 17 18 18 18 18 18
Closed Lower   9 8 7 7 10 7 12 8 10 8 12
Penetrated Low   5 6 7 6 7 6 8 7 9 6 7
Scenario Percentage   56% 75% 100% 86% 70% 86% 67% 88% 90% 75% 58%
Avg Max Decline   5.46% 4.42% 4.29% 3.29% 4.18% 4.75% 4.37% 4.58% 4.94% 5.46% 1.56%
Max Decline   10.45% 14.53% 12.41% 5.24% 10.74% 8.26% 7.38% 7.17% 10.14% 10.78% 3.65%
Avg Days To Max Decline   15 16 19 13 20 23 17 17 24 9 8
Avg Max Increase   -0.80% -0.52% -1.11% -0.22% -2.28% -1.29% -1.82% -0.66% -1.38% -0.82% -0.58%
Max Increase   -1.44% -1.74% -2.80% -0.64% -3.76% -2.76% -3.74% -1.59% -2.96% -2.33% -0.98%
Avg Days to Max Increase   8 5 6 12 16 4 7 6 10 5 3
2017 Contract Condition     Yes   Yes Yes Yes   Yes      
Action     Yes   Yes Yes Yes   Yes      
High 115.69 113.50 115.10 114.62 113.67 114.08 109.64 108.80 108.94 109.49    
Low 111.00 111.21 112.13 112.67 109.68 106.27 104.50 104.28 105.52 105.48    
Close/Last 112.27 113.40 113.11 113.73 110.81 107.03 106.27 108.73 106.47 107.22    

Banner

Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!