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 March 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   39 45 45 45 45 45 45 45 45 45 45
Closed Higher   24 22 21 20 20 19 22 22 16 20 28
Exceeded High   19 18 17 16 15 16 16 16 12 15 19
Scenario Percentage   79% 82% 81% 80% 75% 84% 73% 73% 75% 75% 68%
Avg Max Increase   12.07% 17.94% 21.36% 11.87% 9.33% 11.72% 10.62% 12.17% 19.11% 16.91% 6.89%
Max Increase   39.42% 76.66% 69.44% 51.45% 28.43% 26.42% 18.98% 53.06% 79.61% 43.40% 23.04%
Avg Days To Max Increase   20 15 14 18 17 19 17 14 20 11 7
Avg Max Decline   -2.05% -2.80% -1.06% -4.14% -1.48% -3.15% -1.45% -2.49% -2.35% -1.51% -0.59%
Max Decline   -6.63% -8.92% -3.74% -18.49% -7.25% -10.23% -4.45% -9.47% -6.21% -3.28% -3.60%
Avg Days to Max Decline   14 7 7 12 5 6 5 13 9 5 2
2011 Contract Condition   Yes     Yes   Yes Yes Yes Yes    
Action   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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   39 45 45 45 45 45 45 45 45 45 45
Closed Lower   15 23 23 25 25 26 23 23 29 25 17
Penetrated Low   9 21 20 17 20 23 18 19 25 15 7
Scenario Percentage   60% 91% 87% 68% 80% 88% 78% 83% 86% 60% 41%
Avg Max Decline   9.21% 7.57% 9.65% 7.28% 8.75% 8.27% 8.16% 7.24% 6.76% 8.32% 3.81%
Max Decline   12.59% 18.57% 25.30% 26.20% 42.77% 32.62% 19.01% 22.84% 30.93% 24.16% 5.28%
Avg Days To Max Decline   21 22 19 16 18 17 20 14 15 10 7
Avg Max Increase   -1.82% -1.97% -2.30% -2.82% -3.28% -1.61% -4.19% -3.45% -3.06% -2.30% -1.84%
Max Increase   -4.58% -5.78% -12.50% -10.09% -13.21% -6.45% -17.82% -9.66% -13.99% -6.23% -3.86%
Avg Days to Max Increase   4 10 8 11 8 4 10 9 11 5 3
2011 Contract Condition     Yes Yes   Yes         Yes Yes
Action     Yes Yes   No         Yes Not Yet
High 42.52 42.23 40.39 39.93 40.98 43.74 46.02 50.83 55.71 58.60 59.10 59.96
Low 39.68 40.00 38.47 37.40 37.29 40.10 40.40 43.89 48.39 51.25 55.40 53.31
Close/Last 40.00 40.26 39.30 37.83 40.98 40.61 45.60 50.01 51.44 58.37 57.88 56.77

Banner

Login

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!