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MRCI's ScenarioSM Study
ScenarioSM Study for January Rough Rice(MCE) as of Jan 18, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 8 11 13 14 14 14 14 15 15 15 15
Closed Higher 4 5 6 7 4 7 3 8 6 4 7
Exceeded High 3 3 5 5 3 6 2 7 3 4 5
Scenario Percentage 75% 60% 83% 71% 75% 86% 67% 88% 50% 100% 71%
Avg Max Increase 8.21% 13.34% 7.85% 5.69% 3.68% 20.67% 47.42% 19.17% 8.37% 16.31% 10.06%
Max Increase 15.14% 18.97% 17.68% 7.71% 7.02% 71.94% 87.52% 76.44% 21.38% 28.51% 20.65%
Avg Days To Max Increase 27 17 18 17 7 21 18 11 5 15 17
Avg Max Decline -1.37% -0.14% -1.50% -1.55% -1.06% -4.33% -2.32% -0.58% -1.60% -3.10% -1.91%
Max Decline -4.10% -0.53% -4.80% -4.42% -3.49% -7.47% -2.64% -2.01% -3.92% -9.88% -4.72%
Avg Days to Max Decline 16 4 5 14 2 11 9 1 2 3 3
2002 Contract Condition                   Yes  
Action                   Not Yet  
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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years 8 11 13 14 14 14 14 15 15 15 15
Closed Lower 4 6 7 7 10 7 11 7 9 11 8
Penetrated Low 4 6 5 5 8 6 6 6 7 10 3
Scenario Percentage 100% 100% 71% 71% 80% 86% 55% 86% 78% 91% 38%
Avg Max Decline 9.36% 10.13% 9.12% 5.79% 6.73% 9.36% 8.92% 7.10% 8.31% 5.80% 15.15%
Max Decline 22.37% 27.09% 18.97% 12.06% 12.93% 16.67% 15.87% 13.97% 12.15% 11.85% 37.48%
Avg Days To Max Decline 26 16 10 14 15 21 21 17 21 20 13
Avg Max Increase -3.10% -2.00% 0.10% -0.74% -2.12% -3.66% -2.80% -1.47% -1.75% -1.71% -2.96%
Max Increase -5.43% -6.12% -1.39% -6.87% -4.52% -9.12% -5.25% -3.74% -3.13% -5.96% -4.20%
Avg Days to Max Increase 18 8 14 5 10 8 6 4 8 8 5
2002 Contract Condition     Yes Yes Yes Yes Yes Yes Yes   Yes
Action     Yes Yes Yes Yes Yes Yes Yes   Yes
High   6.40 6.02 5.91 5.98 5.72 5.29 4.55 4.33 4.19 4.19
Low   5.78 5.82 5.60 5.37 5.23 4.35 4.02 3.72 3.60 3.60
Close/Last   5.87 5.84 5.79 5.63 5.25 4.41 4.30 3.82 4.02 3.69