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 Rough Rice(CBOT) as of Apr 30, 2017
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   16 22 23 26 27 27 27 27 27 27 27
Closed Higher   9 12 9 16 12 11 9 12 15 11 9
Exceeded High   7 7 7 9 9 7 9 9 9 9 6
Scenario Percentage   78% 58% 78% 56% 75% 64% 100% 75% 60% 82% 67%
Avg Max Increase   8.77% 6.97% 7.01% 8.41% 10.94% 9.34% 15.06% 15.26% 10.53% 8.63% 5.16%
Max Increase   26.96% 17.78% 13.31% 17.80% 24.41% 33.38% 40.53% 30.64% 24.53% 22.37% 9.55%
Avg Days To Max Increase   20 10 11 16 16 17 21 19 10 12 14
Avg Max Decline   -2.02% -0.99% -1.55% -0.65% -2.58% -1.43% -2.62% -2.05% -2.68% -1.89% -1.09%
Max Decline   -6.01% -5.05% -5.11% -1.57% -11.53% -2.98% -10.82% -5.52% -6.82% -13.01% -3.96%
Avg Days to Max Decline   9 6 6 5 10 9 6 8 4 7 1
2017 Contract Condition     Yes Yes         Yes   Yes  
Action     Yes No         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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   16 22 23 26 27 27 27 27 27 27 27
Closed Lower   7 10 14 10 15 16 18 15 12 16 18
Penetrated Low   5 9 11 9 13 15 15 9 11 12 7
Scenario Percentage   71% 90% 79% 90% 87% 94% 83% 60% 92% 75% 39%
Avg Max Decline   7.12% 6.73% 6.36% 7.11% 10.49% 9.93% 9.45% 10.49% 8.50% 8.50% 4.99%
Max Decline   12.38% 12.73% 15.20% 14.46% 22.56% 18.76% 19.56% 30.58% 21.10% 20.07% 10.04%
Avg Days To Max Decline   19 15 14 20 17 16 21 15 11 11 11
Avg Max Increase   -0.82% -1.19% -2.13% -2.74% -1.42% -1.87% -2.83% -3.47% -4.85% -2.83% -2.92%
Max Increase   -2.36% -6.85% -4.90% -13.34% -5.08% -10.88% -7.38% -9.42% -27.43% -11.68% -7.69%
Avg Days to Max Increase   12 8 9 12 6 9 8 8 16 5 3
2017 Contract Condition   Yes     Yes Yes Yes Yes   Yes    
Action   No     Yes Yes Yes Yes   Not Yet    
High 11.96 11.47 10.79 11.31 10.56 10.67 10.42 10.05 10.21 10.55 9.65  
Low 10.83 10.33 10.34 10.77 10.07 9.90 10.00 9.77 9.77 9.36 9.48  
Close/Last 10.98 10.34 10.75 10.83 10.37 10.06 10.01 9.82 10.15 9.42 9.63  

Banner

Newsflash

Learn More about MRCI research by visiting our NEW Tutorials!