MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for March Oats(CBOT) as of Mar 08, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 20 25 25 26 26 27 27 27 27 27 27
Closed Higher 11 7 8 9 12 12 14 11 11 9 9
Exceeded High 8 5 5 6 7 11 7 6 6 5 6
Scenario Percentage 73% 71% 63% 67% 58% 92% 50% 55% 55% 56% 67%
Avg Max Increase 20.64% 27.93% 15.27% 9.73% 7.48% 9.11% 11.24% 4.92% 9.43% 11.10% 4.80%
Max Increase 106.02% 87.15% 23.03% 15.26% 11.54% 22.48% 22.01% 13.57% 31.16% 23.17% 14.74%
Avg Days To Max Increase 16 20 15 15 15 15 16 4 11 9 9
Avg Max Decline -1.46% -3.99% -0.60% -3.89% -1.97% -3.22% -1.38% -1.74% -1.59% -0.79% -0.47%
Max Decline -7.25% -8.45% -3.13% -8.31% -6.45% -8.31% -3.37% -6.60% -4.44% -1.27% -3.48%
Avg Days to Max Decline 11 4 6 4 8 8 10 2 7 2 3
2002 Contract Condition Yes     Yes Yes Yes Yes Yes   Yes Yes
Action No     Yes Yes Yes Yes Yes   Yes Yes
Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 20 25 25 26 26 27 27 27 27 27 27
Closed Lower 8 18 17 17 14 14 13 16 15 17 17
Penetrated Low 8 17 14 12 9 10 9 12 11 13 7
Scenario Percentage 100% 94% 82% 71% 64% 71% 69% 75% 73% 76% 41%
Avg Max Decline 9.80% 11.67% 11.28% 8.85% 7.26% 7.21% 8.98% 8.87% 8.24% 10.00% 17.79%
Max Decline 15.94% 26.25% 24.78% 20.59% 14.57% 17.97% 16.67% 21.81% 16.79% 21.25% 37.06%
Avg Days To Max Decline 22 21 17 22 19 22 14 18 21 17 16
Avg Max Increase -4.01% -3.64% -2.36% -3.61% -3.80% -5.71% -3.47% -3.15% -4.17% -2.14% -1.61%
Max Increase -7.84% -15.38% -10.14% -10.30% -9.78% -11.80% -8.44% -7.22% -8.22% -6.30% -2.95%
Avg Days to Max Increase 18 10 7 9 10 14 9 16 14 4 2
2002 Contract Condition   Yes Yes           Yes    
Action   Yes No           No    
High 130.50 126.00 124.00 144.25 143.50 158.00 185.50 212.00 216.50 214.50 234.50
Low 124.50 119.00 114.50 115.00 129.00 142.50 152.50 184.00 182.00 187.50 197.25
Close/Last 125.50 122.50 116.50 138.00 143.00 153.00 184.00 209.75 195.75 200.25 225.75