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 July Wheat(KCBT) 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 31 31 31 31 31 31 31 31 31 32 32
Closed Higher 16 17 16 14 13 16 12 14 16 16 11
Exceeded High 11 15 11 7 11 12 7 11 12 9 5
Scenario Percentage 69% 88% 69% 50% 85% 75% 58% 79% 75% 56% 45%
Avg Max Increase 7.29% 5.85% 4.20% 6.74% 9.34% 8.73% 15.69% 11.46% 17.13% 16.58% 5.48%
Max Increase 12.30% 9.38% 8.77% 9.74% 25.05% 16.57% 42.27% 37.83% 41.89% 31.56% 8.53%
Avg Days To Max Increase 17 15 11 13 17 18 19 14 15 19 9
Avg Max Decline -2.14% -1.27% -1.78% -3.45% -2.87% -1.67% -3.38% -1.43% -2.22% -1.52% -0.37%
Max Decline -5.38% -4.75% -4.24% -7.13% -9.54% -5.86% -9.79% -5.67% -10.53% -6.89% -1.66%
Avg Days to Max Decline 14 9 11 15 8 9 14 6 4 3 3
2007 Contract Condition   Yes   Yes     Yes   Yes Yes Yes
Action   Yes   Yes     No   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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 31 31 31 31 31 31 31 31 31 32 32
Closed Lower 15 14 15 17 18 14 19 17 15 16 21
Penetrated Low 10 10 11 13 15 13 16 14 14 15 16
Scenario Percentage 67% 71% 73% 76% 83% 93% 84% 82% 93% 94% 76%
Avg Max Decline 6.39% 7.28% 5.84% 5.81% 4.50% 5.65% 5.36% 5.27% 5.63% 6.98% 7.64%
Max Decline 17.44% 14.39% 11.68% 11.21% 13.11% 11.76% 13.14% 12.52% 12.05% 18.19% 42.69%
Avg Days To Max Decline 14 21 15 19 17 16 20 19 18 12 11
Avg Max Increase -1.72% -1.81% -2.18% -1.50% -1.64% -1.86% -3.30% -2.26% -2.41% -2.27% -2.00%
Max Increase -5.48% -6.43% -6.20% -3.91% -5.63% -5.93% -15.17% -7.56% -7.60% -7.05% -13.68%
Avg Days to Max Increase 5 12 9 11 7 10 14 13 7 8 -42
2007 Contract Condition Yes   Yes   Yes Yes   Yes      
Action No   No   Yes Yes   Yes      
High 485.00 484.50 504.00 519.50 520.00 511.75 527.75 518.00 518.00 512.25 630.25
Low 434.00 435.00 456.25 471.00 490.00 472.00 488.50 451.00 433.00 461.75 500.00
Close/Last 467.50 479.00 474.75 516.75 509.75 501.50 517.00 460.50 486.50 504.00 596.50

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