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 Pork Bellies(CME) as of Dec 31, 1999
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   28 35 35 35 35 35 35 35 35 35 35
Closed Higher   12 20 18 20 13 22 11 20 17 11 14
Exceeded High   8 15 14 14 12 14 10 14 14 9 11
Scenario Percentage   67% 75% 78% 70% 92% 64% 91% 70% 82% 82% 79%
Avg Max Increase   13.03% 11.09% 11.55% 9.45% 11.59% 11.10% 18.35% 15.74% 11.88% 13.06% 14.36%
Max Increase   27.71% 27.69% 30.54% 29.32% 31.18% 39.32% 40.78% 35.18% 41.09% 36.57% 35.03%
Avg Days To Max Increase   20 19 15 12 17 19 23 14 15 10 20
Avg Max Decline   -2.34% -2.93% -2.17% -2.62% -2.98% -4.28% -3.25% -2.32% -3.44% -2.21% -2.47%
Max Decline   -7.52% -8.78% -4.61% -6.85% -10.69% -10.55% -12.88% -5.90% -14.57% -7.29% -11.63%
Avg Days to Max Decline   9 11 6 6 12 10 6 3 8 3 4
2009 Contract Condition                        
Action                        
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   28 35 35 35 35 35 35 35 35 35 35
Closed Lower   16 15 17 15 22 13 24 15 18 24 21
Penetrated Low   12 12 15 11 14 9 16 11 17 21 15
Scenario Percentage   75% 80% 88% 73% 64% 69% 67% 73% 94% 88% 71%
Avg Max Decline   9.41% 7.94% 7.90% 11.13% 11.17% 12.10% 12.01% 16.98% 17.25% 16.77% 13.21%
Max Decline   16.58% 15.90% 15.72% 20.83% 19.86% 26.96% 30.21% 29.94% 38.04% 39.77% 25.09%
Avg Days To Max Decline   16 14 17 19 23 22 21 22 21 15 15
Avg Max Increase   -3.63% -3.72% -3.53% -2.72% -5.85% -5.61% -4.98% -4.44% -6.45% -5.27% -2.37%
Max Increase   -10.00% -10.13% -11.67% -9.95% -9.99% -12.72% -12.33% -13.11% -18.42% -21.07% -10.16%
Avg Days to Max Increase   7 10 10 9 17 14 11 11 17 8 4
2009 Contract Condition                        
Action                        
High 96.000                      
Low 96.000                      
Close/Last 96.000                      

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