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 S & P 100(OEX) as of May 09, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   32 29 26 26 27 17 28 31 30 28 26
Exceeded High   29 27 21 21 22 17 24 28 29 24 20
Scenario Percentage   91% 93% 81% 81% 81% 100% 86% 90% 97% 86% 77%
Avg Max Increase   5.05% 5.02% 6.50% 4.39% 4.21% 6.33% 6.62% 5.51% 5.97% 5.34% 3.80%
Max Increase   12.09% 13.06% 15.37% 11.56% 15.80% 19.90% 14.70% 14.74% 13.37% 13.61% 7.32%
Avg Days To Max Increase   18 22 21 16 14 18 20 19 17 15 18
Avg Max Decline   -1.88% -1.85% -1.18% -1.65% -1.63% -1.58% -1.29% -1.85% -1.80% -1.09% -0.72%
Max Decline   -4.51% -5.40% -4.86% -5.76% -5.63% -7.75% -5.57% -5.32% -6.34% -5.46% -2.25%
Avg Days to Max Decline   9 15 9 10 9 6 11 13 7 6 4
2024 Contract Condition   Yes Yes Yes Yes       Yes Yes Yes Yes
Action   Yes Yes Yes No       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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   12 15 19 18 18 28 17 14 15 17 19
Penetrated Low   6 11 12 14 12 19 6 7 10 13 12
Scenario Percentage   50% 73% 63% 78% 67% 68% 35% 50% 67% 76% 63%
Avg Max Decline   6.86% 7.40% 8.54% 8.32% 7.53% 7.75% 9.55% 7.00% 8.93% 5.70% 7.55%
Max Decline   11.80% 27.26% 21.45% 22.85% 16.87% 33.52% 22.17% 14.05% 19.31% 18.90% 23.32%
Avg Days To Max Decline   13 13 16 16 16 16 16 15 18 15 18
Avg Max Increase   -1.95% -1.24% -2.01% -2.06% -2.88% -2.26% -2.01% -2.54% -2.58% -1.93% -1.56%
Max Increase   -4.49% -3.57% -4.36% -7.79% -9.65% -5.86% -4.00% -6.03% -6.82% -5.33% -6.29%
Avg Days to Max Increase   5 6 11 7 10 8 3 10 8 6 7
2024 Contract Condition           Yes Yes Yes        
Action           Yes Yes No        
High 1875.20 1913.45 1980.25 2081.05 2150.20 2139.60 2128.80 2068.50 2169.40 2248.55 2336.05 2428.90
Low 1718.30 1855.75 1858.95 1953.35 2036.35 2022.30 1984.15 1932.10 1981.30 2131.80 2196.90 2296.15
Close/Last 1874.40 1913.10 1956.70 2074.50 2142.10 2113.85 2009.75 1977.30 2154.65 2236.20 2288.45 2413.25

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