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 January Rough Rice(CBOT) as of Jan 01, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   13 17 20 21 21 21 21 22 22 22 22
Closed Higher   6 9 9 9 7 10 7 11 8 11 11
Exceeded High   5 7 7 7 5 8 4 10 5 10 9
Scenario Percentage   83% 78% 78% 78% 71% 80% 57% 91% 63% 91% 82%
Avg Max Increase   9.98% 10.71% 6.18% 5.92% 7.26% 17.31% 27.57% 15.37% 10.60% 10.86% 7.84%
Max Increase   21.93% 18.97% 17.68% 11.04% 19.56% 71.94% 87.52% 76.44% 21.38% 28.51% 20.65%
Avg Days To Max Increase   23 16 14 17 10 21 20 11 9 14 14
Avg Max Decline   -1.34% 0.32% -1.81% -2.72% -1.53% -3.92% -2.67% -1.41% -1.39% -3.50% -1.10%
Max Decline   -4.10% -2.35% -4.80% -6.46% -3.49% -7.47% -5.59% -4.52% -3.92% -9.88% -4.72%
Avg Days to Max Decline   11 10 4 13 8 14 9 8 3 8 3
2008 Contract Condition   Yes       Yes   Yes Yes Yes Yes Yes
Action   Yes       No   Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   13 17 20 21 21 21 21 22 22 22 22
Closed Lower   7 8 11 12 14 11 14 11 14 11 11
Penetrated Low   6 7 8 10 12 9 8 10 10 10 4
Scenario Percentage   86% 88% 73% 83% 86% 82% 57% 91% 71% 91% 36%
Avg Max Decline   7.75% 9.56% 7.31% 7.86% 8.44% 9.96% 10.17% 8.25% 7.26% 5.80% 3.99%
Max Decline   22.37% 27.09% 18.97% 20.73% 22.74% 23.43% 15.87% 16.28% 12.15% 11.85% 5.29%
Avg Days To Max Decline   23 15 12 16 17 23 22 15 18 20 10
Avg Max Increase   -2.64% -2.00% -0.66% -2.10% -2.50% -4.75% -2.96% -1.51% -3.14% -1.71% -1.78%
Max Increase   -5.43% -6.12% -3.40% -6.87% -13.40% -13.47% -5.25% -3.74% -9.69% -5.96% -3.19%
Avg Days to Max Increase   16 8 16 6 9 11 8 3 10 8 4
2008 Contract Condition     Yes Yes Yes   Yes          
Action     No Yes Yes   No          
High 11.05 11.50 11.81 11.46 11.55 11.69 11.25 11.40 12.09 12.25 13.49 13.74
Low 10.48 10.99 10.90 11.15 11.05 11.01 10.80 10.88 11.35 11.71 12.10 12.83
Close/Last 10.98 11.43 11.25 11.17 11.16 11.27 11.10 11.40 12.09 12.17 12.87 13.55

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