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 October Soybean Oil(CBOT) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   41 44 45 45 45 45 45 45 45 45 45
Closed Higher   20 22 24 29 26 27 22 19 20 21 19
Exceeded High   14 18 20 26 24 22 17 14 14 14 10
Scenario Percentage   70% 82% 83% 90% 92% 81% 77% 74% 70% 67% 53%
Avg Max Increase   11.09% 12.15% 10.47% 8.41% 11.15% 13.55% 20.81% 25.15% 14.96% 10.90% 9.91%
Max Increase   33.13% 45.66% 34.75% 20.76% 43.93% 44.18% 78.88% 81.32% 55.19% 42.67% 26.45%
Avg Days To Max Increase   18 18 13 16 16 18 17 17 19 12 10
Avg Max Decline   -2.02% -1.48% -1.59% -1.41% -2.01% -2.52% -2.74% -0.81% -4.76% -2.13% -2.58%
Max Decline   -7.76% -5.76% -6.77% -5.94% -6.59% -8.59% -10.54% -3.24% -22.53% -10.43% -11.18%
Avg Days to Max Decline   8 7 8 6 8 10 6 6 9 5 2
2013 Contract Condition     Yes Yes   Yes         Yes  
Action     Yes Yes   No         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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   41 44 45 45 45 45 45 45 45 45 45
Closed Lower   20 22 21 16 18 18 23 26 24 24 26
Penetrated Low   16 18 12 11 15 14 21 24 17 18 20
Scenario Percentage   80% 82% 57% 69% 83% 78% 91% 92% 71% 75% 77%
Avg Max Decline   4.93% 4.78% 7.00% 5.29% 6.15% 9.12% 8.81% 10.55% 8.29% 7.95% 5.07%
Max Decline   13.97% 22.44% 21.24% 15.33% 14.97% 15.40% 18.48% 27.81% 26.75% 32.49% 17.66%
Avg Days To Max Decline   13 16 10 15 19 20 23 17 17 11 8
Avg Max Increase   -1.97% -3.02% -2.26% -2.31% -3.35% -1.76% -2.06% -2.73% -4.51% -2.65% -0.78%
Max Increase   -6.93% -12.20% -7.61% -4.38% -10.88% -5.06% -6.33% -13.44% -24.88% -15.11% -4.29%
Avg Days to Max Increase   10 11 6 8 16 8 10 7 10 6 2
2013 Contract Condition   Yes     Yes   Yes Yes Yes Yes   Yes
Action   No     Yes   Yes Yes Yes Yes   Yes
High 52.86 52.04 51.72 52.70 53.33 50.71 50.28 49.75 48.60 46.69 45.00 44.77
Low 50.41 48.44 48.83 49.20 48.77 48.38 47.57 47.61 44.81 42.30 41.57 40.76
Close/Last 51.36 50.39 50.43 52.67 48.84 49.92 48.55 47.94 45.44 42.41 43.97 40.83

Banner

Login

Newsflash

Let MRCI introduce you to our brand new 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!!!