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 EuroFX(CME) as of Jan 01, 2016
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   15 16 16 17 17 17 17 17 17 17 17
Closed Higher   9 7 9 6 9 7 9 6 10 7 9
Exceeded High   8 5 6 5 7 7 7 5 7 7 5
Scenario Percentage   89% 71% 67% 83% 78% 100% 78% 83% 70% 100% 56%
Avg Max Increase   3.74% 4.92% 2.93% 3.55% 3.86% 5.78% 3.73% 3.58% 3.48% 2.54% 2.48%
Max Increase   7.08% 9.54% 3.92% 6.78% 7.66% 9.76% 11.14% 9.75% 8.77% 5.75% 4.67%
Avg Days To Max Increase   21 21 12 17 23 22 15 12 17 10 9
Avg Max Decline   -0.69% -0.34% -1.56% -1.16% -0.99% -1.39% -0.87% -0.92% -1.40% -0.83% -0.94%
Max Decline   -2.07% -0.77% -3.84% -2.81% -2.74% -3.12% -2.77% -2.07% -3.04% -2.49% -2.83%
Avg Days to Max Decline   7 5 11 11 7 5 4 4 7 6 3
2015 Contract Condition               Yes   Yes   Yes
Action               Yes   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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   15 16 16 17 17 17 17 17 17 17 17
Closed Lower   6 9 7 11 8 10 8 11 7 10 8
Penetrated Low   6 6 7 8 7 8 6 10 4 7 6
Scenario Percentage   100% 67% 100% 73% 88% 80% 75% 91% 57% 70% 75%
Avg Max Decline   2.91% 4.73% 4.25% 4.29% 4.46% 5.47% 5.50% 2.47% 3.22% 4.93% 2.64%
Max Decline   5.07% 10.70% 8.23% 7.32% 7.09% 10.05% 10.71% 3.70% 5.96% 10.78% 5.13%
Avg Days To Max Decline   15 22 22 17 17 26 13 14 16 8 8
Avg Max Increase   -0.36% -1.88% -1.22% -1.63% -0.61% -1.35% -0.76% -1.85% -0.24% -0.88% -0.72%
Max Increase   -1.56% -3.60% -2.63% -3.64% -1.47% -2.82% -2.13% -4.12% -1.01% -1.67% -1.58%
Avg Days to Max Increase   10 18 5 6 6 11 4 13 2 6 2
2015 Contract Condition   Yes Yes Yes Yes Yes Yes   Yes   Yes  
Action   Yes Yes Yes Yes Yes No   Yes   Not Yet  
High 131.96 128.48 126.12 125.54 120.99 115.60 112.69 112.90 114.85 114.50 112.26 117.18
Low 126.79 125.43 124.20 121.29 111.35 112.12 104.94 105.45 108.37 109.04 108.17 108.52
Close/Last 126.79 125.61 124.69 121.34 113.23 112.26 107.70 112.80 109.97 111.56 109.71 112.39

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