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 April Lean Hogs(CME) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 23 24 15 25 25 29 21 26 15 21
Exceeded High   18 13 18 12 21 21 23 16 21 13 13
Scenario Percentage   82% 57% 75% 80% 84% 84% 79% 76% 81% 87% 62%
Avg Max Increase   9.85% 11.24% 8.05% 7.63% 7.79% 8.01% 5.99% 7.98% 8.82% 9.85% 5.54%
Max Increase   48.25% 35.05% 22.84% 13.02% 15.02% 19.25% 21.99% 19.23% 34.28% 20.52% 11.10%
Avg Days To Max Increase   22 17 18 14 20 18 18 17 16 12 7
Avg Max Decline   -2.05% -1.05% -3.57% -2.55% -2.00% -2.06% -3.33% -1.99% -2.57% -1.83% -0.82%
Max Decline   -7.98% -8.14% -7.45% -4.97% -5.28% -7.70% -7.66% -3.97% -8.38% -4.81% -1.85%
Avg Days to Max Decline   9 8 10 10 8 9 12 8 8 6 2
2018 Contract Condition     Yes     Yes Yes   Yes      
Action     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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 22 21 29 19 20 16 24 19 30 24
Penetrated Low   19 14 18 17 15 17 10 15 16 25 13
Scenario Percentage   86% 64% 86% 59% 79% 85% 63% 63% 84% 83% 54%
Avg Max Decline   9.30% 9.50% 7.72% 7.35% 5.94% 5.45% 8.18% 9.90% 11.37% 10.27% 6.10%
Max Decline   23.15% 18.77% 17.38% 18.94% 10.97% 12.16% 20.96% 24.08% 24.53% 32.36% 21.30%
Avg Days To Max Decline   19 15 16 16 15 17 13 18 21 11 7
Avg Max Increase   -2.48% -1.84% -2.27% -2.46% -3.29% -3.70% -1.58% -2.89% -1.75% -1.51% -0.70%
Max Increase   -8.69% -6.76% -7.07% -11.24% -7.40% -15.60% -4.46% -6.34% -5.17% -5.44% -2.50%
Avg Days to Max Increase   8 8 8 10 10 13 3 10 13 4 2
2018 Contract Condition   Yes   Yes Yes     Yes   Yes Yes Yes
Action   Yes   Yes No     No   Yes Yes Yes
High 69.600 70.150 70.900 72.200 71.830 70.630 75.280 75.900 76.330 77.250 74.130 69.330
Low 66.130 68.650 67.750 69.470 65.030 66.700 69.830 70.630 70.980 72.100 67.130 56.750
Close/Last 69.500 69.430 70.580 69.720 67.150 69.850 74.900 73.850 75.650 72.250 67.220 57.250

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