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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for October Natural Gas(NYM) as of Jun 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   26 26 26 26 26 26 26 27 27 27 27
Closed Higher   8 6 13 11 17 17 17 14 12 10 11
Exceeded High   5 5 10 11 13 17 16 9 8 9 8
Scenario Percentage   63% 83% 77% 100% 76% 100% 94% 64% 67% 90% 73%
Avg Max Increase   6.51% 11.61% 14.16% 14.85% 17.18% 14.35% 13.19% 14.91% 17.28% 27.61% 17.47%
Max Increase   13.84% 26.17% 40.28% 29.61% 45.23% 50.99% 44.79% 25.61% 73.17% 68.95% 32.10%
Avg Days To Max Increase   12 12 20 24 16 16 16 18 17 15 21
Avg Max Decline   -1.43% -1.72% -2.26% -2.94% -2.17% -3.50% -4.80% -4.95% -5.99% -5.58% -3.55%
Max Decline   -4.29% -2.44% -5.67% -5.39% -6.85% -7.82% -11.85% -12.50% -17.71% -12.12% -7.53%
Avg Days to Max Decline   4 12 10 9 6 8 11 9 9 5 5
2017 Contract Condition   Yes Yes Yes     Yes Yes        
Action   Yes Yes No     Yes Yes        
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   26 26 26 26 26 26 26 27 27 27 27
Closed Lower   16 18 13 15 9 9 9 13 15 17 16
Penetrated Low   12 15 12 11 6 9 7 12 13 15 12
Scenario Percentage   75% 83% 92% 73% 67% 100% 78% 92% 87% 88% 75%
Avg Max Decline   11.80% 11.85% 9.92% 12.12% 12.28% 9.15% 14.64% 15.47% 16.63% 16.31% 12.42%
Max Decline   21.74% 28.99% 28.37% 24.63% 21.22% 25.09% 34.29% 26.66% 30.69% 38.37% 28.90%
Avg Days To Max Decline   17 12 16 18 18 21 24 21 25 13 15
Avg Max Increase   -1.81% -1.97% -2.65% -4.46% -2.13% -4.92% -5.14% -6.90% -6.78% -6.60% -4.87%
Max Increase   -6.07% -6.24% -9.20% -10.64% -4.47% -11.44% -10.74% -14.11% -31.42% -14.39% -14.29%
Avg Days to Max Increase   7 6 7 9 5 12 10 13 21 7 6
2017 Contract Condition         Yes Yes     Yes Yes    
Action         Yes No     Yes Not Yet    
High 3.144 3.342 3.309 3.619 3.566 3.423 3.396 3.503 3.520 3.165    
Low 2.988 3.009 2.832 3.244 3.195 2.914 3.033 3.251 3.112 2.910    
Close/Last 3.028 3.128 3.264 3.570 3.298 3.058 3.328 3.379 3.120 3.058    

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Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!