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 November Soybeans(CBOT) as of Aug 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   24 24 25 24 23 22 20 18 23 17 25
Exceeded High   18 22 22 21 18 21 16 13 18 13 17
Scenario Percentage   75% 92% 88% 88% 78% 95% 80% 72% 78% 76% 68%
Avg Max Increase   9.01% 7.34% 6.66% 7.64% 16.63% 13.64% 17.30% 10.63% 9.61% 9.61% 4.43%
Max Increase   28.07% 21.06% 13.83% 25.93% 56.55% 31.40% 56.14% 33.40% 36.42% 20.87% 9.76%
Avg Days To Max Increase   20 17 15 18 17 14 14 14 16 12 9
Avg Max Decline   -2.18% -2.09% -1.71% -1.81% -2.28% -2.66% -0.91% -3.01% -1.31% -3.10% -1.14%
Max Decline   -8.74% -7.68% -6.96% -6.24% -9.87% -11.83% -5.64% -9.48% -4.33% -6.99% -4.83%
Avg Days to Max Decline   11 8 6 12 10 8 4 6 6 7 2
2017 Contract Condition     Yes Yes       Yes Yes      
Action     Yes No       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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 21 20 21 22 23 25 27 22 28 20
Penetrated Low   15 14 15 16 14 21 24 21 17 24 7
Scenario Percentage   71% 67% 75% 76% 64% 91% 96% 78% 77% 86% 35%
Avg Max Decline   6.74% 5.69% 6.31% 5.24% 8.51% 7.62% 9.65% 7.91% 9.71% 7.38% 4.14%
Max Decline   25.13% 17.95% 18.58% 13.02% 14.69% 17.02% 27.55% 26.00% 37.69% 21.05% 9.45%
Avg Days To Max Decline   18 14 10 16 18 20 15 15 13 14 9
Avg Max Increase   -1.67% -2.01% -1.98% -2.35% -2.96% -4.24% -3.34% -2.39% -1.96% -1.74% -1.15%
Max Increase   -6.81% -6.50% -3.94% -7.52% -9.28% -13.29% -12.72% -14.59% -8.34% -5.22% -2.34%
Avg Days to Max Increase   10 6 6 9 11 13 7 8 6 5 2
2017 Contract Condition   Yes     Yes Yes Yes     Yes    
Action   No     Yes Yes Yes     Not Yet    
High 1043.00 1038.25 1033.75 1034.50 1033.00 968.50 980.00 958.25 1047.00 1000.25    
Low 974.75 980.75 981.25 995.50 949.50 941.50 915.50 907.00 963.00 921.00    
Close/Last 1018.00 989.25 1001.00 1018.25 954.00 953.25 918.25 954.75 1007.25 945.25    

Banner

Newsflash

MRCI's Special Spread Charts has two new additions!
Seasonal AVERAGE charts for both Live Cattle & Lean Hogs. Being able to see at what average spread different
delivery months trade --- and when --- can help producers better hedge their livestock and traders to find spread value.
Updated daily for MRCI Online subscribers!