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 May Soybeans(CBOT) as of Dec 30, 2011
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   40 45 45 45 45 45 45 45 45 45 45
Closed Higher   18 18 23 20 24 25 22 23 23 25 25
Exceeded High   15 12 19 13 19 16 19 17 20 18 13
Scenario Percentage   83% 67% 83% 65% 79% 64% 86% 74% 87% 72% 52%
Avg Max Increase   11.99% 10.79% 8.85% 11.67% 7.49% 7.62% 9.72% 11.83% 10.76% 8.15% 6.43%
Max Increase   49.09% 30.88% 30.28% 20.56% 21.53% 22.99% 50.30% 42.93% 37.62% 22.90% 30.26%
Avg Days To Max Increase   13 16 18 19 20 17 19 18 18 13 9
Avg Max Decline   -0.51% -3.57% -1.13% -2.37% -2.63% -1.86% -2.18% -1.63% -2.08% -1.37% -0.69%
Max Decline   -2.63% -18.59% -3.73% -5.75% -10.89% -5.30% -9.44% -7.40% -13.01% -4.88% -1.60%
Avg Days to Max Decline   2 7 7 7 6 9 10 6 7 8 2
2011 Contract Condition     Yes Yes Yes Yes Yes Yes Yes   Yes  
Action     Yes Yes Yes Yes Yes Yes Yes   Not Yet  
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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   40 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 26 22 25 21 20 23 22 22 20 20
Penetrated Low   18 20 15 22 17 14 19 18 17 16 9
Scenario Percentage   82% 77% 68% 88% 81% 70% 83% 82% 77% 80% 45%
Avg Max Decline   10.02% 6.38% 9.22% 6.96% 7.53% 8.01% 7.03% 5.75% 5.77% 4.06% 3.27%
Max Decline   25.71% 24.91% 36.89% 21.59% 17.79% 29.10% 30.39% 20.77% 15.50% 15.46% 7.58%
Avg Days To Max Decline   16 15 12 14 17 14 17 13 12 10 6
Avg Max Increase   -1.92% -2.09% -1.11% -1.70% -2.39% -1.73% -2.23% -1.73% -1.95% -0.93% -1.14%
Max Increase   -10.08% -11.53% -7.06% -6.08% -7.02% -3.83% -6.92% -6.25% -4.42% -4.57% -3.00%
Avg Days to Max Increase   6 9 6 5 6 8 12 5 7 2 2
2011 Contract Condition   Yes               Yes   Yes
Action   No               Yes   Yes
High 990.75 959.00 1012.50 1053.50 1161.75 1254.00 1356.00 1410.50 1442.00 1467.50 1432.00 1416.50
Low 917.25 910.00 913.00 1005.25 1022.00 1064.25 1183.00 1251.25 1364.50 1296.25 1270.00 1316.50
Close/Last 931.00 921.00 1012.25 1027.00 1124.75 1239.75 1253.00 1409.00 1423.25 1364.75 1410.25 1392.75

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