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MRCI's ScenarioSM Study
ScenarioSM Study for November Rough Rice(MCE) as of Nov 11, 2001
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 7 10 13 13 14 14 14 14 14 15 15
Closed Higher 4 4 7 7 6 7 4 7 4 8 7
Exceeded High 2 2 6 5 5 5 3 6 3 7 5
Scenario Percentage 50% 50% 86% 71% 83% 71% 75% 86% 75% 88% 71%
Avg Max Increase 5.49% 5.73% 6.47% 12.31% 7.86% 5.29% 4.38% 21.05% 35.28% 20.10% 6.82%
Max Increase 9.59% 6.71% 15.23% 20.30% 17.97% 7.05% 7.76% 73.73% 88.47% 77.97% 20.23%
Avg Days To Max Increase 13 21 17 15 16 17 7 21 19 12 11
Avg Max Decline -0.77% -0.81% -0.46% -1.12% -1.68% -1.93% -1.76% -5.11% -3.47% -0.73% -0.80%
Max Decline -1.03% -0.95% -2.60% -3.17% -5.44% -4.36% -3.33% -8.92% -5.49% -2.38% -3.15%
Avg Days to Max Decline 4 10 4 5 5 15 2 12 14 2 1
2001 Contract Condition     Yes                
Action     No                
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 Jun Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 7 10 13 13 14 14 14 14 14 15 15
Closed Lower 3 6 6 6 8 7 10 7 10 7 8
Penetrated Low 2 5 5 6 6 5 8 6 5 4 4
Scenario Percentage 67% 83% 83% 100% 75% 71% 80% 86% 50% 57% 50%
Avg Max Decline 11.43% 7.17% 9.66% 10.75% 9.30% 7.21% 7.48% 10.19% 8.41% 7.25% 3.76%
Max Decline 18.79% 14.69% 22.83% 27.06% 19.01% 14.02% 15.51% 18.07% 14.93% 10.00% 5.91%
Avg Days To Max Decline 28 22 25 13 14 13 15 22 22 11 5
Avg Max Increase -1.29% -2.80% -2.38% -2.61% -1.55% -0.95% -2.44% -4.33% -2.77% -1.19% -0.62%
Max Increase -1.54% -8.99% -5.85% -6.20% -5.49% -6.71% -4.78% -11.13% -5.22% -2.40% -1.37%
Avg Days to Max Increase 10 15 9 11 15 5 10 8 6 4 1
2001 Contract Condition       Yes Yes Yes Yes Yes Yes Yes Yes
Action       Yes Yes Yes Yes Yes Yes Yes Yes
High   6.25 6.32 6.26 5.89 5.74 5.83 5.52 5.06 4.34 4.09
Low   6.25 6.08 5.63 5.61 5.38 5.20 4.99 4.05 3.78 3.48
Close/Last   6.25 6.27 5.69 5.65 5.56 5.40 5.02 4.15 4.05 3.60