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 Feb 28, 2017
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   43 45 45 45 45 45 45 45 45 45 45
Closed Higher   18 19 23 19 22 24 21 21 25 28 28
Exceeded High   15 13 19 12 17 15 17 18 22 21 15
Scenario Percentage   83% 68% 83% 63% 77% 63% 81% 86% 88% 75% 54%
Avg Max Increase   12.96% 11.07% 8.87% 11.86% 8.28% 8.08% 11.03% 11.41% 10.77% 8.46% 6.22%
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   14 17 16 18 20 17 18 19 18 15 9
Avg Max Decline   -0.64% -3.76% -1.08% -2.70% -3.14% -1.97% -2.62% -1.96% -2.12% -1.25% -0.99%
Max Decline   -3.82% -18.59% -3.73% -5.75% -10.89% -5.30% -9.44% -7.40% -13.01% -4.88% -2.62%
Avg Days to Max Decline   4 7 6 8 7 9 11 7 6 8 2
2017 Contract Condition   Yes     Yes Yes Yes   Yes Yes    
Action   No     Yes Yes Yes   Not Yet 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   43 45 45 45 45 45 45 45 45 45 45
Closed Lower   25 26 22 26 23 21 24 24 20 17 17
Penetrated Low   21 20 14 24 19 13 21 18 15 14 8
Scenario Percentage   84% 77% 64% 92% 83% 62% 88% 75% 75% 82% 47%
Avg Max Decline   9.47% 7.38% 10.39% 7.05% 7.35% 8.84% 6.62% 5.75% 6.11% 4.47% 3.62%
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 13 16 16 17 14 9 9 7
Avg Max Increase   -2.18% -2.01% -1.23% -1.98% -2.22% -2.18% -2.22% -2.11% -2.20% -1.20% -1.28%
Max Increase   -10.08% -11.53% -7.06% -7.24% -7.02% -4.44% -6.92% -7.36% -4.42% -4.57% -3.00%
Avg Days to Max Increase   7 7 5 5 5 10 11 7 7 2 2
2017 Contract Condition     Yes Yes       Yes        
Action     Yes No       Yes        
High 1043.25 1116.00 1091.25 1011.00 1006.00 1042.50 1079.25 1077.50 1088.25 1074.50    
Low 986.25 1018.00 947.75 937.25 946.00 959.25 991.50 1006.00 1001.25 1017.00    
Close/Last 1027.25 1088.00 986.25 951.25 971.75 1024.00 1049.00 1012.50 1034.25 1035.75    

Banner

Newsflash


Historically Successful Trading Strategies Are Now Available in MRCI's brand new Softs Report!

Visit our Facebook Page for a free sample strategy!