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 July Soybean Oil(CBOT) as of Apr 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   38 44 45 45 45 45 45 45 45 45 45
Closed Higher   19 18 24 22 19 23 29 22 28 20 19
Exceeded High   15 15 18 17 15 19 26 21 22 14 14
Scenario Percentage   79% 83% 75% 77% 79% 83% 90% 95% 79% 70% 74%
Avg Max Increase   8.40% 10.06% 9.86% 10.44% 14.68% 12.83% 10.39% 11.84% 11.18% 15.67% 10.56%
Max Increase   25.86% 23.41% 21.10% 41.88% 55.06% 39.33% 33.39% 38.07% 43.99% 33.88% 21.07%
Avg Days To Max Increase   16 18 17 16 18 14 17 17 14 12 9
Avg Max Decline   -1.32% -3.00% -1.03% -2.69% -1.67% -1.99% -2.51% -2.30% -2.18% -3.33% -0.88%
Max Decline   -6.87% -9.19% -2.78% -8.73% -5.88% -6.99% -17.40% -7.81% -9.65% -9.76% -3.49%
Avg Days to Max Decline   5 6 4 10 8 8 7 8 4 5 2
2011 Contract Condition     Yes Yes Yes Yes     Yes   Yes  
Action     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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   38 44 45 45 45 45 45 45 45 45 45
Closed Lower   19 26 21 23 26 21 16 23 17 24 26
Penetrated Low   14 22 18 18 21 11 11 19 15 21 17
Scenario Percentage   74% 85% 86% 78% 81% 52% 69% 83% 88% 88% 65%
Avg Max Decline   8.97% 8.35% 7.50% 7.06% 6.93% 8.59% 5.87% 6.87% 8.45% 7.50% 6.06%
Max Decline   41.85% 32.33% 17.99% 24.03% 29.58% 22.80% 15.92% 15.53% 15.41% 15.75% 21.26%
Avg Days To Max Decline   20 18 22 15 14 10 14 18 19 12 9
Avg Max Increase   -2.47% -1.88% -4.16% -2.96% -2.78% -1.97% -2.08% -2.81% -2.28% -2.11% -1.13%
Max Increase   -10.83% -7.02% -13.95% -7.85% -12.52% -5.61% -4.37% -7.14% -5.99% -6.95% -7.65%
Avg Days to Max Increase   6 6 11 9 11 5 5 15 8 8 3
2011 Contract Condition   Yes         Yes Yes   Yes    
Action   No         Yes Yes   Not Yet    
High 41.44 44.03 46.19 51.11 56.22 59.00 59.51 61.02 60.20 61.00 59.02  
Low 37.95 40.60 40.89 44.25 49.14 51.90 56.37 54.53 53.26 56.55 58.10  
Close/Last 41.44 41.10 45.81 50.38 52.04 58.82 58.77 57.86 59.38 58.58 58.60  

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