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 Swiss Franc(CME) as of Dec 31, 2017
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   33 37 39 42 42 42 42 42 42 42 42
Closed Higher   12 15 20 19 21 28 22 18 23 15 22
Exceeded High   11 10 14 17 18 25 14 14 18 11 10
Scenario Percentage   92% 67% 70% 89% 86% 89% 64% 78% 78% 73% 45%
Avg Max Increase   3.16% 5.74% 6.81% 5.89% 5.73% 4.09% 5.11% 5.53% 3.89% 5.63% 3.21%
Max Increase   8.78% 11.71% 18.21% 18.60% 12.10% 11.46% 12.15% 10.90% 10.55% 13.30% 9.13%
Avg Days To Max Increase   16 19 19 21 17 18 20 17 15 14 11
Avg Max Decline   -1.43% -0.54% -0.85% -1.68% -1.13% -1.42% -0.81% -1.23% -1.86% -1.01% -0.84%
Max Decline   -5.72% -2.32% -2.99% -7.22% -5.77% -4.34% -1.92% -4.09% -4.56% -2.70% -2.07%
Avg Days to Max Decline   9 5 6 14 7 10 4 7 9 8 3
2018 Contract Condition   Yes Yes Yes   Yes     Yes      
Action   Yes Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   33 37 39 42 42 42 42 42 42 42 42
Closed Lower   20 22 19 23 21 14 20 24 19 27 20
Penetrated Low   16 16 16 19 14 12 17 18 18 21 15
Scenario Percentage   80% 73% 84% 83% 67% 86% 85% 75% 95% 78% 75%
Avg Max Decline   4.55% 3.60% 3.95% 3.17% 4.43% 4.02% 3.75% 4.31% 5.56% 3.88% 2.72%
Max Decline   9.60% 9.91% 7.87% 8.04% 13.62% 9.10% 6.74% 11.72% 12.52% 9.71% 7.23%
Avg Days To Max Decline   18 18 15 16 15 16 16 16 15 9 10
Avg Max Increase   -0.69% -1.55% -0.18% -1.22% -1.17% -2.16% -0.96% -1.27% -1.05% -1.19% -0.61%
Max Increase   -2.32% -3.98% -2.84% -4.67% -3.30% -5.54% -3.63% -5.35% -4.51% -3.76% -2.34%
Avg Days to Max Increase   6 15 8 9 6 11 7 10 5 6 3
2018 Contract Condition         Yes   Yes Yes   Yes    
Action         Yes   Yes Yes        
High 104.28 103.06 105.40 106.40 107.62 107.44 107.37 104.42 103.07 103.53    
Low 101.13 101.43 101.18 104.37 104.52 103.91 103.65 100.63 100.62 101.03    
Close/Last 102.32 102.81 105.40 106.11 105.03 105.58 104.47 101.19 102.44 101.66    

Banner

Newsflash

MRCI's New 2016 Historical Live Cattle/Feeder Cattle & Lean Hog / Cattle-Hog Spreads Reports -- are ready to go!

Tutorial of MRCI Special Historical Reports