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 March 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   13 16 20 20 21 22 22 22 22 22 22
Closed Higher   7 6 7 9 6 11 9 12 11 12 7
Exceeded High   5 5 4 7 4 10 6 9 9 5 5
Scenario Percentage   71% 83% 57% 78% 67% 91% 67% 75% 82% 42% 71%
Avg Max Increase   4.06% 5.48% 6.77% 17.11% 26.98% 15.02% 9.02% 12.49% 12.68% 10.17% 7.84%
Max Increase   8.60% 10.04% 18.05% 70.33% 85.48% 73.40% 19.52% 32.41% 24.77% 31.92% 13.50%
Avg Days To Max Increase   17 21 9 22 19 11 8 20 16 11 10
Avg Max Decline   -2.09% -2.82% -1.89% -3.51% -2.31% -0.99% -1.43% -3.07% -1.74% -1.35% -0.33%
Max Decline   -4.66% -5.62% -3.65% -8.48% -5.18% -3.92% -4.03% -10.08% -6.22% -4.51% -1.77%
Avg Days to Max Decline   5 16 10 14 11 8 3 7 4 9 4
2008 Contract Condition       Yes   Yes Yes Yes Yes Yes Yes Yes
Action       No   Yes Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   13 16 20 20 21 22 22 22 22 22 22
Closed Lower   6 9 12 11 15 11 12 10 11 10 15
Penetrated Low   5 6 10 9 9 10 9 10 9 9 5
Scenario Percentage   83% 67% 83% 82% 60% 91% 75% 100% 82% 90% 33%
Avg Max Decline   8.58% 9.35% 8.40% 9.34% 8.97% 8.03% 6.70% 6.89% 11.29% 10.19% 5.89%
Max Decline   16.85% 20.02% 21.54% 22.30% 16.23% 15.68% 11.17% 12.19% 24.11% 19.90% 7.82%
Avg Days To Max Decline   14 15 18 22 22 17 16 22 24 15 7
Avg Max Increase   -0.58% -2.16% -2.12% -4.14% -2.88% -1.69% -1.87% -1.96% -3.50% -2.00% -0.24%
Max Increase   -3.24% -6.72% -11.61% -12.23% -6.70% -3.80% -8.11% -6.74% -10.15% -5.91% -1.22%
Avg Days to Max Increase   15 11 8 10 9 4 6 9 10 12 2
2008 Contract Condition   Yes     Yes              
Action   Yes     No              
High 12.01 11.71 11.80 12.00 11.52 11.65 12.31 12.55 13.80 14.07 14.84 18.00
Low 11.20 11.42 11.30 11.33 11.10 11.18 11.69 12.05 12.42 13.16 13.90 14.83
Close/Last 11.50 11.43 11.43 11.54 11.35 11.65 12.30 12.48 13.22 13.87 14.82 18.00

Banner

Newsflash

Exciting update, MRCI traders!

Over the coming weeks, we’re transitioning our research from E-mini stock index futures (ES, YM, NQ, RTY) to the corresponding E-micro contracts. This shift keeps our seasonal strategies accurate, accessible, and aligned with today’s marketplace — while preserving the trusted historical patterns you rely on.

Learn more about the transition - here