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 May Soybean Oil(CBOT) as of Dec 30, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Higher   21 19 21 17 23 22 19 19 30 26 27
Exceeded High   14 14 14 15 15 16 14 17 27 22 14
Scenario Percentage   67% 74% 67% 88% 65% 73% 74% 89% 90% 85% 52%
Avg Max Increase   19.51% 11.87% 8.05% 9.55% 10.03% 11.57% 14.94% 14.10% 9.82% 8.76% 6.05%
Max Increase   63.86% 47.53% 25.97% 22.49% 19.19% 46.74% 61.85% 41.38% 33.57% 30.11% 19.49%
Avg Days To Max Increase   15 17 16 19 18 14 19 16 16 11 7
Avg Max Decline   -1.10% -4.06% -1.38% -3.26% -1.57% -2.48% -3.14% -2.30% -2.49% -2.13% -0.84%
Max Decline   -3.62% -17.57% -7.06% -10.08% -5.15% -8.98% -9.56% -7.42% -19.15% -7.65% -3.62%
Avg Days to Max Decline   9 10 6 6 6 11 11 9 5 6 1
2016 Contract Condition   Yes       Yes Yes Yes Yes   Yes  
Action   No       Yes Yes 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 25 23 28 21 23 25 26 15 19 18
Penetrated Low   19 21 17 23 17 18 22 13 11 14 12
Scenario Percentage   86% 84% 74% 82% 81% 78% 88% 50% 73% 74% 67%
Avg Max Decline   9.53% 7.02% 8.76% 8.93% 8.21% 7.71% 7.03% 8.74% 5.71% 4.48% 3.65%
Max Decline   24.55% 25.89% 42.37% 31.91% 18.39% 23.36% 29.40% 23.25% 16.61% 13.47% 13.64%
Avg Days To Max Decline   16 16 18 16 19 18 18 10 15 12 6
Avg Max Increase   -2.20% -3.14% -2.87% -1.93% -4.16% -3.58% -3.27% -2.41% -2.89% -2.56% -1.11%
Max Increase   -11.51% -12.73% -11.87% -7.82% -16.31% -9.12% -13.34% -5.98% -5.96% -5.83% -5.62%
Avg Days to Max Increase   8 9 6 6 9 11 12 6 6 7 1
2016 Contract Condition     Yes Yes Yes         Yes   Yes
Action     Yes No No         Yes   Yes
High 34.26 35.30 34.04 31.42 28.86 30.03 30.06 32.77 31.42 32.43 34.37 35.14
Low 32.18 32.90 30.75 26.41 26.96 27.86 27.47 29.65 29.22 30.70 30.09 32.84
Close/Last 33.44 34.00 30.87 28.86 28.09 28.96 29.85 30.96 31.09 30.87 34.22 32.88

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

Learn more: https://www.mrci.com/tutorials/supercharts.pdf