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 March Cocoa(ICE) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Higher 17 17 22 26 26 23 15 19 24 16 20
Exceeded High 13 16 17 19 19 16 13 14 17 12 14
Scenario Percentage 76% 94% 77% 73% 73% 70% 87% 74% 71% 75% 70%
Avg Max Increase 13.23% 13.30% 12.79% 14.23% 12.16% 12.28% 10.29% 11.52% 14.41% 9.48% 7.75%
Max Increase 35.46% 45.34% 27.78% 38.29% 33.68% 27.14% 21.83% 26.12% 58.58% 18.90% 23.13%
Avg Days To Max Increase 18 18 18 15 15 15 15 12 13 10 10
Avg Max Decline -2.83% -4.00% -2.37% -3.62% -2.30% -3.42% -1.65% -3.30% -3.20% -1.87% -1.28%
Max Decline -13.61% -10.55% -13.93% -12.19% -9.23% -9.09% -9.66% -9.48% -13.27% -7.77% -2.40%
Avg Days to Max Decline 6 13 8 9 7 9 5 10 9 6 3
2007 Contract Condition Yes   Yes       Yes Yes Yes   Yes
Action Yes   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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Lower 28 28 23 19 19 22 30 26 21 29 25
Penetrated Low 23 25 15 15 17 18 23 17 18 21 18
Scenario Percentage 82% 89% 65% 79% 89% 82% 77% 65% 86% 72% 72%
Avg Max Decline 9.09% 8.23% 8.28% 6.92% 8.60% 8.35% 7.45% 8.22% 9.95% 8.75% 16.44%
Max Decline 23.71% 25.54% 21.86% 24.75% 17.63% 16.13% 13.12% 19.34% 27.04% 26.24% 51.01%
Avg Days To Max Decline 18 19 15 17 19 20 16 18 14 13 11
Avg Max Increase -1.92% -2.33% -2.12% -2.11% -4.29% -2.35% -2.92% -3.32% -3.17% -1.76% -2.21%
Max Increase -5.65% -13.99% -7.06% -7.87% -14.30% -9.27% -14.18% -11.63% -15.13% -9.21% -9.11%
Avg Days to Max Increase 9 8 8 11 15 12 7 13 9 6 6
2007 Contract Condition   Yes   Yes Yes Yes       Yes  
Action   Yes   Yes Yes Yes       Not Yet  
High 1615 1655 1709 1792 1647 1563 1526 1575 1694 1696 1788
Low 1520 1551 1555 1545 1500 1454 1433 1477 1543 1566 1597
Close/Last 1602 1572 1704 1562 1525 1504 1518 1557 1635 1617 1720

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php