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(MGE) as of Jan 01, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   19 25 25 27 28 28 28 28 28 28 28
Closed Higher   12 14 16 9 11 14 11 13 15 11 14
Exceeded High   10 14 7 6 9 12 9 10 9 8 5
Scenario Percentage   83% 100% 44% 67% 82% 86% 82% 77% 60% 73% 36%
Avg Max Increase   9.28% 5.32% 4.86% 10.12% 15.19% 9.73% 11.32% 10.68% 17.14% 18.29% 6.98%
Max Increase   25.32% 9.71% 14.37% 37.75% 74.25% 48.31% 39.92% 36.23% 49.92% 34.99% 11.30%
Avg Days To Max Increase   12 16 19 20 18 14 16 14 18 19 9
Avg Max Decline   -0.30% -1.18% -1.52% -1.16% -2.08% -1.84% -4.42% -1.38% -2.08% -3.58% 0.17%
Max Decline   -3.31% -8.32% -4.90% -1.86% -7.43% -4.32% -11.49% -4.39% -7.81% -11.09% -0.66%
Avg Days to Max Decline   8 9 12 8 17 9 13 11 5 6 2
2008 Contract Condition   Yes Yes   Yes Yes Yes Yes     Yes Yes
Action   Yes Yes   Yes Yes Yes No     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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   19 25 25 27 28 28 28 28 28 28 28
Closed Lower   7 11 9 18 17 14 17 15 13 17 14
Penetrated Low   5 8 8 16 12 12 13 13 9 15 8
Scenario Percentage   71% 73% 89% 89% 71% 86% 76% 87% 69% 88% 57%
Avg Max Decline   7.12% 6.07% 4.42% 4.83% 5.06% 3.76% 4.16% 5.07% 4.95% 6.72% 4.50%
Max Decline   12.65% 10.34% 6.80% 13.80% 12.76% 9.59% 10.92% 11.20% 11.03% 10.41% 6.86%
Avg Days To Max Decline   16 23 17 17 19 14 20 17 18 15 7
Avg Max Increase   0.08% -1.32% -2.46% -1.31% -1.32% -1.39% -3.20% -2.41% -2.98% -2.13% -0.36%
Max Increase   -0.78% -3.74% -7.02% -4.71% -4.73% -3.24% -11.25% -11.63% -5.91% -6.46% -1.27%
Avg Days to Max Increase   3 11 11 11 9 8 13 9 6 8 2
2008 Contract Condition       Yes         Yes Yes    
Action       Yes         Yes Yes    
High 630.00 660.00 793.00 813.00 870.00 988.00 1186.00 1624.00 1392.50 1166.50 1082.75 1225.00
Low 570.00 605.00 660.00 730.00 727.00 845.00 935.00 1070.25 1035.00 931.75 928.00 938.00
Close/Last 603.00 648.75 793.00 744.00 861.00 932.00 1095.00 1350.00 1045.00 938.25 1055.00 1175.00

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