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 January Soybean Oil(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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   39 44 45 45 45 45 45 45 45 45 45
Closed Higher   26 28 29 22 21 20 19 19 23 24 15
Exceeded High   25 28 24 18 17 15 14 16 17 16 10
Scenario Percentage   96% 100% 83% 82% 81% 75% 74% 84% 74% 67% 67%
Avg Max Increase   7.46% 9.81% 12.32% 18.41% 21.78% 12.48% 10.34% 12.49% 10.83% 9.76% 7.04%
Max Increase   17.89% 35.80% 41.28% 76.18% 73.84% 53.60% 29.96% 32.54% 20.47% 26.54% 11.75%
Avg Days To Max Increase   17 19 18 16 15 19 18 19 16 10 8
Avg Max Decline   -1.03% -1.79% -2.19% -2.81% -1.33% -4.26% -1.80% -3.26% -1.26% -1.88% -0.96%
Max Decline   -5.62% -6.08% -7.76% -8.93% -5.39% -18.78% -7.29% -11.08% -4.43% -7.20% -6.09%
Avg Days to Max Decline   8 9 11 7 7 11 6 4 4 9 4
2011 Contract Condition   Yes   Yes     Yes   Yes Yes Yes Yes
Action   Yes   No     Yes   Yes Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   39 44 45 45 45 45 45 45 45 45 45
Closed Lower   13 15 16 23 24 25 26 26 22 21 30
Penetrated Low   8 13 11 21 21 18 20 22 17 17 17
Scenario Percentage   62% 87% 69% 91% 88% 72% 77% 85% 77% 81% 57%
Avg Max Decline   5.06% 5.91% 9.15% 7.98% 10.21% 7.17% 9.31% 8.81% 8.32% 6.14% 3.05%
Max Decline   14.48% 13.42% 13.33% 18.81% 25.87% 26.56% 42.91% 32.78% 20.13% 14.41% 5.80%
Avg Days To Max Decline   15 18 21 22 19 16 17 18 21 10 6
Avg Max Increase   -2.07% -2.89% -1.67% -1.99% -2.30% -2.96% -3.18% -1.65% -4.69% -3.07% -0.45%
Max Increase   -4.32% -6.13% -4.38% -5.60% -13.28% -9.84% -13.90% -7.30% -19.53% -9.68% -1.22%
Avg Days to Max Increase   7 15 4 10 6 11 7 4 9 6 3
2011 Contract Condition     Yes   Yes Yes   Yes        
Action     Yes   Yes Yes   No        
High 42.95 41.08 42.37 41.90 40.15 39.63 40.78 43.61 45.77 50.52 55.43 58.05
Low 37.97 37.98 39.48 39.80 38.14 37.02 36.92 39.82 40.12 43.72 48.04 50.82
Close/Last 37.98 41.08 39.80 40.01 38.98 37.48 40.78 40.34 45.39 49.65 51.00 57.74

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!