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 September Soybean Oil(CBOT) as of Dec 27, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   28 22 22 24 27 23 23 19 22 19 22
Exceeded High   20 16 18 19 25 19 18 14 14 12 10
Scenario Percentage   71% 73% 82% 79% 93% 83% 78% 74% 64% 63% 45%
Avg Max Increase   9.34% 8.93% 10.82% 9.68% 8.24% 11.79% 11.04% 13.15% 16.04% 11.09% 4.85%
Max Increase   18.48% 22.21% 35.68% 31.77% 21.97% 34.86% 43.95% 32.35% 81.17% 59.11% 11.21%
Avg Days To Max Increase   18 13 17 14 16 16 12 16 19 14 8
Avg Max Decline   -1.40% -1.83% -1.52% -1.77% -1.67% -1.58% -1.27% -2.03% -1.35% -3.67% -1.92%
Max Decline   -6.64% -8.22% -5.70% -6.71% -5.99% -4.32% -4.26% -5.72% -3.37% -10.83% -6.01%
Avg Days to Max Decline   6 6 9 8 8 8 3 7 11 6 2
2023 Contract Condition   Yes Yes             Yes Yes Yes
Action   Yes No             Yes Yes Not Yet
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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   16 22 23 21 18 22 22 26 23 26 23
Penetrated Low   14 18 19 13 14 18 19 22 22 20 13
Scenario Percentage   88% 82% 83% 62% 78% 82% 86% 85% 96% 77% 57%
Avg Max Decline   5.54% 5.28% 5.12% 8.03% 7.24% 6.06% 7.83% 10.07% 10.54% 6.82% 4.21%
Max Decline   16.83% 13.89% 22.76% 18.92% 15.51% 18.51% 15.07% 26.81% 20.36% 19.67% 11.99%
Avg Days To Max Decline   20 17 17 12 17 16 20 23 15 10 10
Avg Max Increase   -3.35% -2.92% -2.75% -2.73% -2.39% -3.21% -2.83% -2.88% -3.01% -1.61% -0.77%
Max Increase   -9.41% -14.57% -8.04% -8.43% -4.42% -7.95% -8.94% -6.86% -13.63% -9.20% -4.87%
Avg Days to Max Increase   13 11 10 7 7 13 9 12 7 4 3
2023 Contract Condition       Yes Yes Yes Yes Yes Yes      
Action       No Yes Yes Yes Yes No      
High 62.07 62.83 67.51 65.47 63.35 61.73 60.46 56.47 54.28 60.20 69.12 69.48
Low 56.38 57.28 62.56 57.53 59.25 58.24 50.88 50.07 44.64 46.24 60.11 62.11
Close/Last 57.06 62.69 65.49 62.47 61.40 58.53 54.78 51.06 46.25 60.20 63.11 65.52

Banner

Login

Main Menu

MRCI Online

Free Links

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! https://www.mrci.com/products/energy