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 April Platinum(NYMEX) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years 32 32 32 33 36 37 39 39 39 39 39
Closed Higher 18 12 16 13 17 15 23 18 22 23 16
Exceeded High 14 11 8 9 14 12 18 15 21 17 11
Scenario Percentage 78% 92% 50% 69% 82% 80% 78% 83% 95% 74% 69%
Avg Max Increase 7.90% 10.61% 10.68% 14.79% 9.05% 9.83% 13.77% 19.55% 10.68% 8.03% 7.86%
Max Increase 19.15% 44.15% 45.59% 42.20% 34.53% 14.05% 78.46% 77.88% 51.68% 22.55% 14.83%
Avg Days To Max Increase 18 17 13 14 15 18 19 18 15 14 16
Avg Max Decline -2.46% -2.54% -2.28% -0.61% -2.27% -2.03% -2.20% -2.91% -2.46% -2.50% -1.63%
Max Decline -7.97% -11.01% -7.19% -2.57% -8.59% -9.88% -8.40% -8.21% -8.76% -9.84% -6.36%
Avg Days to Max Decline 8 7 7 7 7 7 11 12 6 6 3
2007 Contract Condition       Yes     Yes   Yes Yes  
Action       Yes     No   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 Feb Feb Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years 32 32 32 33 36 37 39 39 39 39 39
Closed Lower 14 20 16 20 19 22 16 21 17 16 22
Penetrated Low 12 13 12 13 14 17 12 11 9 9 15
Scenario Percentage 86% 65% 75% 65% 74% 77% 75% 52% 53% 56% 68%
Avg Max Decline 9.06% 7.01% 8.09% 10.67% 8.86% 7.56% 13.83% 10.75% 7.40% 7.27% 18.32%
Max Decline 19.41% 14.87% 15.33% 20.82% 17.74% 17.72% 32.80% 25.33% 19.47% 17.30% 62.00%
Avg Days To Max Decline 17 15 19 23 17 15 22 16 11 11 13
Avg Max Increase -2.63% -1.44% -3.00% -2.40% -3.62% -3.24% -2.18% -1.25% -2.58% -1.52% -3.77%
Max Increase -5.93% -5.50% -12.61% -9.49% -11.35% -10.54% -7.79% -5.93% -11.78% -8.00% -14.64%
Avg Days to Max Increase 11 8 12 15 11 6 8 7 6 7 -89
2007 Contract Condition         Yes Yes   Yes     Yes
Action         Yes No   No     Not Yet
High     1264.0 1277.9 1295.2 1164.2 1274.5 1188.0 1190.1 1269.9 1264.0
Low     1264.0 1236.6 1148.1 1068.1 1105.2 1102.0 1108.0 1156.1 1164.0
Close/Last     1264.0 1267.2 1155.2 1091.5 1186.7 1144.3 1182.3 1256.4 1248.3

Banner

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!