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 February Live Cattle(CME) as of Nov 30, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   43 44 45 45 45 45 45 45 45 45 45
Closed Higher   21 22 23 27 30 18 26 27 27 27 24
Exceeded High   19 17 20 25 22 17 24 16 23 24 17
Scenario Percentage   90% 77% 87% 93% 73% 94% 92% 59% 85% 89% 71%
Avg Max Increase   4.82% 5.48% 5.50% 6.15% 4.04% 4.40% 4.34% 4.94% 5.86% 6.90% 4.48%
Max Increase   20.95% 13.59% 24.14% 28.67% 14.74% 14.40% 14.77% 13.79% 14.42% 15.29% 8.50%
Avg Days To Max Increase   16 18 22 21 18 15 20 19 18 17 16
Avg Max Decline   -0.92% -0.97% -1.47% -1.23% -2.17% -1.26% -1.89% -1.54% -2.02% -1.73% -0.97%
Max Decline   -2.60% -3.30% -4.69% -5.28% -8.02% -3.25% -8.32% -3.73% -7.80% -7.68% -4.16%
Avg Days to Max Decline   7 11 12 9 12 10 13 10 7 12 3
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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   43 44 45 45 45 45 45 45 45 45 45
Closed Lower   21 22 22 18 15 27 19 17 17 18 21
Penetrated Low   16 14 13 15 13 20 15 10 12 10 11
Scenario Percentage   76% 64% 59% 83% 87% 74% 79% 59% 71% 56% 52%
Avg Max Decline   4.50% 4.12% 5.63% 4.60% 6.07% 6.06% 4.88% 5.21% 8.39% 10.36% 3.39%
Max Decline   8.00% 7.25% 13.25% 11.40% 13.21% 19.34% 16.80% 14.48% 16.95% 16.13% 5.22%
Avg Days To Max Decline   17 19 20 20 16 14 18 12 14 18 14
Avg Max Increase   -0.69% -1.07% -1.40% -1.80% -1.74% -1.35% -2.90% -1.66% -1.30% -1.21% -1.19%
Max Increase   -1.90% -2.37% -4.08% -4.18% -3.98% -3.44% -9.53% -4.22% -4.48% -3.54% -4.21%
Avg Days to Max Increase   7 7 8 13 4 9 11 10 5 6 5
2018 Contract Condition       Yes Yes Yes Yes     Yes    
Action       Yes Yes Yes No     Not Yet    
High 103.950 109.550 119.530 121.750 122.750 120.450 117.730 120.635 129.900 131.950    
Low 99.800 102.750 106.230 113.980 112.450 113.280 109.480 112.300 116.835 122.650    
Close/Last 103.780 107.430 119.430 118.900 116.280 115.000 112.350 118.635 129.550 124.980    

Banner

Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.