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 May Cocoa(ICE) as of Nov 09, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   24 23 24 22 16 21 23 17 23 22 24
Exceeded High   20 18 14 16 15 16 17 16 17 18 13
Scenario Percentage   83% 78% 58% 73% 94% 76% 74% 94% 74% 82% 54%
Avg Max Increase   9.35% 12.10% 11.05% 9.81% 9.21% 9.92% 14.91% 12.23% 11.66% 9.17% 3.28%
Max Increase   27.80% 37.58% 22.73% 25.55% 20.86% 24.73% 56.27% 30.84% 29.62% 32.06% 8.76%
Avg Days To Max Increase   17 16 15 17 17 13 15 17 18 11 8
Avg Max Decline   -2.60% -3.58% -2.14% -3.54% -2.73% -3.29% -3.42% -3.08% -2.75% -3.76% -0.81%
Max Decline   -13.94% -12.03% -5.86% -8.69% -8.39% -9.06% -13.44% -13.28% -7.98% -7.85% -4.93%
Avg Days to Max Decline   11 10 6 8 10 10 8 8 13 6 2
2020 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 22 21 22 29 24 22 28 22 23 21
Penetrated Low   13 20 15 20 21 17 17 23 19 20 13
Scenario Percentage   62% 91% 71% 91% 72% 71% 77% 82% 86% 87% 62%
Avg Max Decline   7.86% 7.85% 9.49% 9.58% 8.07% 6.70% 7.98% 8.95% 11.05% 9.64% 4.00%
Max Decline   21.79% 24.31% 33.40% 26.03% 19.59% 13.47% 16.47% 19.84% 30.75% 25.76% 7.51%
Avg Days To Max Decline   15 20 21 20 17 17 12 17 18 12 7
Avg Max Increase   -3.75% -2.49% -3.86% -1.83% -2.64% -3.04% -3.63% -2.45% -4.22% -2.85% -1.28%
Max Increase   -7.95% -9.11% -13.43% -5.14% -13.00% -11.04% -13.94% -8.99% -23.79% -10.49% -5.79%
Avg Days to Max Increase   11 12 13 12 7 11 10 7 10 7 2
2020 Contract Condition     Yes Yes       Yes   Yes Yes  
Action     Yes No       No   Yes Not Yet  
High 2458 2563 2593 2433 2501 2565 2697 2670 2874 2935 2690 2432
Low 2262 2351 2406 2200 2205 2416 2438 2404 2480 2646 2183 2190
Close/Last 2412 2473 2417 2238 2451 2455 2588 2541 2801 2672 2249 2432

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!!!