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 Dow Jones Transportation as of Jan 01, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   27 27 31 26 24 20 21 18 16 33 32
Exceeded High   25 22 26 21 16 16 17 13 16 30 25
Scenario Percentage   93% 81% 84% 81% 67% 80% 81% 72% 100% 91% 78%
Avg Max Increase   7.90% 8.37% 9.72% 6.23% 8.51% 8.35% 7.18% 8.90% 10.27% 7.68% 4.42%
Max Increase   18.41% 19.90% 28.84% 13.17% 18.59% 21.17% 20.58% 22.99% 28.74% 21.22% 8.91%
Avg Days To Max Increase   17 21 18 15 22 14 15 20 20 18 17
Avg Max Decline   -2.29% -1.93% -1.83% -2.12% -2.57% -2.17% -2.83% -2.52% -2.60% -2.37% -1.06%
Max Decline   -7.66% -5.48% -6.03% -7.65% -6.65% -9.97% -9.31% -8.42% -8.89% -9.74% -3.96%
Avg Days to Max Decline   9 10 8 6 11 7 9 9 7 13 5
2015 Contract Condition     Yes         Yes     Yes  
Action     No         Yes     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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   18 18 14 18 20 25 24 27 28 12 12
Penetrated Low   14 13 8 12 17 18 21 15 17 6 8
Scenario Percentage   78% 72% 57% 67% 85% 72% 88% 56% 61% 50% 67%
Avg Max Decline   8.37% 6.92% 7.77% 7.42% 6.35% 9.67% 9.79% 13.07% 12.09% 10.12% 5.35%
Max Decline   28.05% 14.61% 14.59% 16.85% 13.57% 24.93% 25.62% 36.57% 36.98% 25.14% 9.13%
Avg Days To Max Decline   12 13 25 19 18 17 18 17 16 14 10
Avg Max Increase   -2.58% -1.93% -1.78% -2.51% -3.69% -3.10% -1.88% -2.34% -2.91% -3.41% -1.96%
Max Increase   -9.17% -4.17% -5.22% -4.23% -11.88% -8.33% -5.73% -5.56% -6.67% -6.22% -5.12%
Avg Days to Max Increase   5 7 10 7 9 9 6 11 8 14 2
2015 Contract Condition   Yes   Yes Yes Yes Yes   Yes Yes   Yes
Action   Yes   Yes Yes Yes Yes   No No   Yes
High 9257.00 9201.00 9215.00 9176.00 8953.00 8844.00 8540.00 8447.00 8531.00 8320.00 8321.00 8358.00
Low 8581.00 8585.00 8584.00 8611.00 8528.00 8266.00 8076.00 7971.00 7453.00 7641.00 7683.00 7921.00
Close/Last 9140.00 8649.00 9025.00 8741.00 8593.00 8300.00 8092.00 8392.00 7845.00 7786.00 8128.00 8101.00

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