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 November Feeder Cattle(CME) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 15 27 33 34 35 36 36 36 36 36 36
Closed Higher 9 19 17 15 21 21 22 22 21 21 15
Exceeded High 9 15 11 14 15 17 21 20 19 17 5
Scenario Percentage 100% 79% 65% 93% 71% 81% 95% 91% 90% 81% 33%
Avg Max Increase 5.66% 3.86% 6.01% 5.87% 6.24% 6.88% 6.89% 5.09% 5.17% 3.65% 1.51%
Max Increase 14.30% 16.22% 13.46% 23.93% 16.07% 18.16% 33.08% 12.84% 16.13% 10.84% 2.72%
Avg Days To Max Increase 14 15 19 16 19 20 17 14 10 11 9
Avg Max Decline -0.21% -0.91% -1.08% -0.84% -1.24% -1.18% -1.32% -1.61% -1.27% -1.43% -0.91%
Max Decline -0.59% -3.23% -5.05% -1.95% -4.15% -4.10% -3.99% -5.19% -7.19% -8.14% -1.65%
Avg Days to Max Decline 6 7 8 7 14 10 9 6 6 5 3
2007 Contract Condition     Yes Yes Yes   Yes Yes      
Action     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 Feb Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 15 27 33 34 35 36 36 36 36 36 36
Closed Lower 6 8 16 18 13 15 14 14 15 15 19
Penetrated Low 3 5 12 14 7 12 10 11 10 12 13
Scenario Percentage 50% 62% 75% 78% 54% 80% 71% 79% 67% 80% 68%
Avg Max Decline 3.63% 6.22% 7.07% 5.48% 3.91% 6.47% 5.98% 7.27% 6.27% 4.59% 9.26%
Max Decline 5.69% 16.98% 22.26% 11.39% 8.27% 12.57% 12.22% 25.87% 16.68% 12.76% 44.65%
Avg Days To Max Decline 5 17 16 18 16 17 14 12 12 13 12
Avg Max Increase -0.75% -0.77% -0.66% -1.30% -0.67% -1.07% -1.67% -2.20% -0.84% -1.85% -0.82%
Max Increase -0.95% -3.69% -1.94% -6.67% -1.69% -4.01% -4.87% -8.96% -3.73% -7.18% -3.73%
Avg Days to Max Increase 6 3 5 9 4 4 8 9 4 8 3
2007 Contract Condition           Yes     Yes Yes Yes
Action           Yes     Yes Yes Yes
High   101.000 104.900 108.800 110.850 111.950 112.200 118.000 119.300 119.675 116.100
Low   95.500 99.000 104.400 107.700 108.000 106.200 111.350 114.700 115.075 108.350
Close/Last   99.100 104.900 108.500 110.800 110.250 112.150 117.950 117.825 116.625 108.450

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