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 Dec 06, 2024
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 16 27 24 18 19 26 21 25 17 20
Exceeded High   18 14 19 17 14 16 25 18 19 13 13
Scenario Percentage   72% 88% 70% 71% 78% 84% 96% 86% 76% 76% 65%
Avg Max Increase   6.41% 9.86% 10.44% 8.91% 12.11% 10.87% 8.72% 12.01% 10.62% 11.29% 6.30%
Max Increase   25.86% 22.72% 21.10% 22.63% 34.71% 33.75% 29.90% 38.87% 43.99% 31.88% 13.28%
Avg Days To Max Increase   14 17 18 14 18 13 16 16 12 10 9
Avg Max Decline   -1.52% -2.24% -1.47% -2.48% -2.06% -2.47% -2.10% -1.99% -1.69% -2.15% -0.85%
Max Decline   -6.87% -5.45% -4.94% -8.73% -5.88% -6.99% -6.87% -4.49% -5.23% -6.63% -2.79%
Avg Days to Max Decline   6 5 8 9 10 11 7 8 3 7 2
2024 Contract Condition   Yes     Yes       Yes   Yes  
Action   No     No       No   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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 29 18 21 27 25 19 24 20 27 25
Penetrated Low   14 22 16 16 21 15 15 19 18 23 16
Scenario Percentage   70% 76% 89% 76% 78% 60% 79% 79% 90% 85% 64%
Avg Max Decline   8.52% 7.90% 6.19% 6.22% 6.26% 8.86% 7.42% 6.82% 7.53% 7.54% 5.55%
Max Decline   41.85% 32.33% 17.27% 14.31% 23.48% 20.19% 15.92% 19.94% 14.82% 24.35% 15.70%
Avg Days To Max Decline   18 14 23 18 15 15 18 17 20 13 7
Avg Max Increase   -1.50% -1.58% -3.98% -3.46% -2.75% -2.60% -3.12% -3.40% -2.89% -2.97% -1.49%
Max Increase   -5.98% -7.02% -9.65% -15.13% -8.36% -6.52% -10.33% -8.17% -8.63% -7.08% -7.65%
Avg Days to Max Increase   5 5 12 12 11 7 6 13 8 8 2
2024 Contract Condition     Yes Yes   Yes Yes Yes   Yes   Yes
Action     Yes Yes   Yes Yes Yes   Yes   Not Yet
High 63.54 62.65 61.12 55.89 52.94 52.17 50.00 49.00 50.29 50.27 46.72 45.52
Low 55.63 56.59 54.27 49.62 48.59 48.25 45.86 44.61 44.94 42.68 42.53 42.50
Close/Last 58.70 60.11 54.31 50.17 51.85 48.85 46.81 45.62 48.48 43.01 45.52 43.77

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!!!