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 December Wheat(CBOT) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 36 45 45 45 45 45 45 45 45 45 45
Closed Higher 16 21 18 20 23 16 23 25 26 28 26
Exceeded High 13 14 12 16 16 11 20 18 20 17 14
Scenario Percentage 81% 67% 67% 80% 70% 69% 87% 72% 77% 61% 54%
Avg Max Increase 9.59% 10.49% 10.44% 14.63% 13.73% 12.60% 15.96% 11.03% 9.67% 8.11% 5.77%
Max Increase 44.14% 33.07% 30.94% 42.98% 33.73% 32.31% 55.25% 31.91% 25.73% 23.58% 19.11%
Avg Days To Max Increase 16 18 17 17 18 20 20 17 18 12 9
Avg Max Decline -2.11% -4.13% -2.84% -2.21% -2.48% -2.93% -2.94% -2.54% -1.88% -1.49% -1.17%
Max Decline -7.09% -12.37% -7.00% -8.67% -9.19% -8.05% -15.26% -11.16% -4.46% -5.23% -2.77%
Avg Days to Max Decline 13 12 12 6 8 7 7 10 5 6 2
2009 Contract Condition     Yes   Yes         Yes Yes
Action     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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 36 45 45 45 45 45 45 45 45 45 45
Closed Lower 18 24 27 24 22 28 22 19 19 17 19
Penetrated Low 17 21 22 20 20 22 20 13 14 12 13
Scenario Percentage 94% 88% 81% 83% 91% 79% 91% 68% 74% 71% 68%
Avg Max Decline 6.37% 5.18% 6.00% 6.80% 8.21% 9.52% 8.71% 9.89% 10.91% 8.72% 8.41%
Max Decline 12.47% 13.93% 20.00% 13.52% 18.94% 19.83% 21.01% 38.03% 27.06% 16.38% 34.19%
Avg Days To Max Decline 15 19 19 20 21 20 21 19 17 16 11
Avg Max Increase -1.71% -3.17% -3.36% -3.42% -2.62% -2.14% -3.54% -2.82% -3.08% -2.14% -1.58%
Max Increase -5.89% -16.37% -6.85% -23.71% -7.34% -6.98% -18.64% -11.18% -7.45% -9.60% -3.50%
Avg Days to Max Increase 9 15 14 11 11 8 12 8 8 3 3
2009 Contract Condition Yes Yes   Yes   Yes Yes Yes Yes    
Action Yes Yes   Yes   Yes Yes Yes No    
High 710.00 646.25 621.00 630.00 694.75 725.25 580.00 585.00 499.75 574.75 583.50
Low 617.50 572.75 556.25 563.00 585.00 550.00 532.75 480.75 439.00 439.25 487.75
Close/Last 635.50 579.75 593.50 586.25 686.00 565.75 555.75 498.75 457.50 494.25 567.50

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