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 December Japanese Yen(CME) as of Jun 08, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   34 37 39 43 43 43 43 43 43 43 43
Closed Higher   14 20 16 20 18 21 19 24 22 18 18
Exceeded High   9 15 12 15 15 14 17 17 18 13 7
Scenario Percentage   64% 75% 75% 75% 83% 67% 89% 71% 82% 72% 39%
Avg Max Increase   4.33% 5.77% 4.46% 4.16% 4.11% 4.23% 4.04% 5.67% 6.58% 3.86% 3.23%
Max Increase   9.98% 19.83% 10.37% 9.71% 15.49% 10.93% 9.83% 22.99% 19.82% 11.98% 8.50%
Avg Days To Max Increase   18 18 19 14 16 16 17 17 17 12 9
Avg Max Decline   -1.50% -0.69% -0.96% -1.05% -1.22% -1.19% -1.59% -1.22% -0.59% -0.84% -0.39%
Max Decline   -5.83% -2.89% -3.18% -4.12% -3.98% -2.69% -3.94% -3.76% -3.05% -2.57% -1.02%
Avg Days to Max Decline   13 7 7 10 6 12 10 13 8 4 2
2019 Contract Condition   Yes   Yes   Yes Yes   Yes      
Action   No   Yes   Yes Yes   No      
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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   34 37 39 43 43 43 43 43 43 43 43
Closed Lower   20 17 23 22 25 22 24 19 21 25 25
Penetrated Low   17 14 18 19 18 17 19 15 20 21 18
Scenario Percentage   85% 82% 78% 86% 72% 77% 79% 79% 95% 84% 72%
Avg Max Decline   4.02% 4.87% 3.74% 4.12% 4.29% 4.10% 3.25% 4.04% 3.82% 3.73% 1.67%
Max Decline   9.63% 11.00% 9.36% 13.47% 8.06% 15.07% 16.03% 8.34% 11.20% 11.71% 3.72%
Avg Days To Max Decline   21 13 15 16 18 17 16 18 18 10 8
Avg Max Increase   -1.18% -0.44% -0.91% -0.49% -0.88% -0.76% -1.30% -0.92% -1.23% -1.06% -0.20%
Max Increase   -3.84% -3.98% -3.03% -2.76% -1.92% -2.47% -3.61% -3.23% -4.28% -3.68% -1.14%
Avg Days to Max Increase   11 6 10 5 10 6 9 8 10 5 2
2019 Contract Condition     Yes   Yes     Yes   Yes Yes Yes
Action     Yes   No     Yes   Yes Yes Yes
High 93.83 96.17 93.72 93.07 92.01 93.63 94.76 94.21 96.45 95.24 94.47 92.92
Low 90.59 93.65 91.86 91.38 90.67 91.20 93.18 92.76 92.43 92.73 91.75 91.25
Close/Last 93.83 94.28 91.86 92.06 91.40 93.63 93.88 92.85 94.79 92.98 92.83 91.47

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