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 Feeder Cattle(CME) as of Jan 01, 2009
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   9 27 33 33 36 36 37 37 37 37 37
Closed Higher   5 15 19 23 20 16 23 21 21 23 22
Exceeded High   4 13 19 20 13 14 17 17 19 20 12
Scenario Percentage   80% 87% 100% 87% 65% 88% 74% 81% 90% 87% 55%
Avg Max Increase   3.83% 4.83% 4.88% 4.53% 6.28% 6.12% 6.23% 7.23% 6.01% 5.44% 4.77%
Max Increase   6.11% 11.41% 14.86% 16.98% 13.74% 23.29% 15.76% 15.98% 10.82% 13.26% 13.04%
Avg Days To Max Increase   6 19 14 14 19 17 17 22 16 13 15
Avg Max Decline   -0.73% -0.74% -0.78% -1.02% -1.18% -0.97% -1.06% -1.67% -1.47% -1.63% -0.64%
Max Decline   -2.20% -2.72% -6.06% -3.61% -4.67% -2.50% -3.12% -6.10% -4.86% -6.34% -1.79%
Avg Days to Max Decline   7 11 9 7 5 7 10 11 7 5 2
2008 Contract Condition         Yes Yes   Yes Yes   Yes  
Action         Yes No   Yes No   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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   9 27 33 33 36 36 37 37 37 37 37
Closed Lower   4 12 13 10 16 20 14 16 16 14 14
Penetrated Low   3 7 7 6 14 15 8 11 10 10 8
Scenario Percentage   75% 58% 54% 60% 88% 75% 57% 69% 63% 71% 57%
Avg Max Decline   2.12% 5.91% 5.18% 8.47% 5.67% 5.95% 7.54% 8.47% 6.44% 6.02% 3.45%
Max Decline   3.80% 14.00% 7.91% 16.56% 16.03% 12.14% 29.88% 15.13% 12.06% 22.58% 7.23%
Avg Days To Max Decline   20 21 16 22 17 16 17 18 15 15 10
Avg Max Increase   -0.89% -0.70% -1.02% -0.99% -0.67% -1.55% -1.22% -1.27% -1.84% -2.92% -1.07%
Max Increase   -2.56% -1.99% -2.32% -4.37% -1.94% -8.09% -3.24% -4.09% -5.51% -8.36% -5.88%
Avg Days to Max Increase   16 8 6 7 4 9 10 5 9 14 2
2008 Contract Condition   Yes Yes Yes     Yes     Yes   Yes
Action   Yes Yes Yes     No     No   Yes
High 113.950 113.850 112.825 111.700 111.700 114.000 112.750 111.950 117.250 116.500 115.850 118.325
Low 113.950 112.500 111.000 108.800 107.250 110.800 104.350 104.500 108.300 109.600 110.700 110.550
Close/Last 113.950 113.100 111.300 110.150 111.450 113.050 106.700 110.000 116.800 113.550 115.325 111.150

Banner

Newsflash

Exciting update, MRCI traders!

Over the coming weeks, we’re transitioning our research from E-mini stock index futures (ES, YM, NQ, RTY) to the corresponding E-micro contracts. This shift keeps our seasonal strategies accurate, accessible, and aligned with today’s marketplace — while preserving the trusted historical patterns you rely on.

Learn more about the transition - here