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 Corn(CBOT) as of Oct 20, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar 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   22 22 17 16 21 16 22 16 18 25 24
Exceeded High   19 18 14 11 11 15 13 9 15 19 18
Scenario Percentage   86% 82% 82% 69% 52% 94% 59% 56% 83% 76% 75%
Avg Max Increase   12.09% 11.41% 12.27% 11.94% 8.86% 11.50% 8.71% 8.07% 7.57% 6.18% 2.78%
Max Increase   56.84% 45.67% 35.71% 29.19% 32.23% 42.96% 17.55% 29.33% 19.43% 16.19% 8.20%
Avg Days To Max Increase   16 12 12 18 15 15 24 14 16 7 6
Avg Max Decline   -3.38% -2.35% -0.50% -2.75% -3.37% -2.73% -2.52% -3.63% -2.17% -1.25% -1.29%
Max Decline   -7.89% -5.76% -5.30% -11.73% -11.20% -9.57% -12.56% -9.73% -5.89% -3.09% -5.01%
Avg Days to Max Decline   12 6 3 7 15 7 10 9 8 5 3
2019 Contract Condition   Yes     Yes     Yes Yes   Yes  
Action   Yes     No     No 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 Mar 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   23 23 28 29 24 29 23 28 27 20 21
Penetrated Low   22 21 25 24 16 24 21 23 21 14 8
Scenario Percentage   96% 91% 89% 83% 67% 83% 91% 82% 78% 70% 38%
Avg Max Decline   7.39% 9.61% 10.35% 7.59% 7.19% 7.67% 8.35% 6.83% 5.60% 6.12% 2.67%
Max Decline   15.47% 22.39% 16.96% 19.56% 37.09% 30.45% 27.13% 21.39% 24.80% 20.24% 4.47%
Avg Days To Max Decline   21 20 17 19 16 20 16 13 15 11 6
Avg Max Increase   -3.25% -3.79% -2.14% -2.89% -1.33% -2.09% -1.80% -1.90% -1.69% -1.75% -1.35%
Max Increase   -17.82% -16.67% -14.97% -10.06% -4.10% -4.91% -5.47% -7.27% -5.15% -6.87% -3.39%
Avg Days to Max Increase   12 10 6 10 5 10 8 10 8 6 3
2019 Contract Condition     Yes Yes   Yes Yes     Yes   Yes
Action     Yes Yes   Yes No     Yes   Yes
High 418.50 425.50 437.00 425.50 398.75 398.75 381.25 390.50 390.00 387.75 384.50 381.75
Low 398.75 403.25 419.25 369.50 362.25 368.00 354.75 368.50 367.25 372.50 371.00 361.25
Close/Last 418.25 423.50 422.50 381.25 397.00 377.25 368.00 375.75 377.75 375.00 376.50 362.00

Banner

Login

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!