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 Crude Oil(NYM) as of Jan 21, 2022
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 Mar
Tested Years   34 35 36 37 37 37 38 38 38 38 38
Closed Higher   17 19 22 22 18 16 18 18 20 23 24
Exceeded High   13 17 19 17 16 11 16 18 19 20 19
Scenario Percentage   76% 89% 86% 77% 89% 69% 89% 100% 95% 87% 79%
Avg Max Increase   9.24% 8.06% 9.09% 9.95% 7.22% 10.75% 13.25% 11.21% 12.97% 12.66% 7.77%
Max Increase   19.67% 19.00% 47.75% 33.91% 22.30% 17.51% 24.18% 30.54% 32.58% 38.62% 19.70%
Avg Days To Max Increase   19 20 21 14 14 24 14 17 16 13 12
Avg Max Decline   -1.54% -1.93% -1.33% -1.72% -2.39% -2.61% -2.08% -2.84% -3.68% -2.90% -1.74%
Max Decline   -7.04% -11.71% -8.10% -7.53% -11.42% -9.01% -8.59% -10.12% -12.77% -15.55% -6.88%
Avg Days to Max Decline   7 8 9 6 5 9 5 10 10 8 2
2021 Contract Condition   Yes Yes Yes Yes     Yes Yes Yes Yes  
Action   Yes Yes Yes No     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 Mar
Tested Years   34 35 36 37 37 37 38 38 38 38 38
Closed Lower   17 16 14 15 19 21 20 20 18 15 14
Penetrated Low   12 12 9 9 16 20 17 13 10 7 6
Scenario Percentage   71% 75% 64% 60% 84% 95% 85% 65% 56% 47% 43%
Avg Max Decline   8.21% 9.01% 11.40% 14.23% 12.13% 12.95% 16.53% 17.10% 21.33% 18.20% 9.83%
Max Decline   17.40% 31.17% 26.20% 45.01% 48.41% 42.05% 34.38% 44.68% 62.78% 61.48% 19.87%
Avg Days To Max Decline   16 16 19 16 16 19 19 19 17 14 8
Avg Max Increase   -0.56% -0.90% -1.83% -2.26% -2.47% -2.69% -2.64% -3.96% -3.49% -5.55% -9.47%
Max Increase   -2.10% -6.60% -11.04% -11.54% -13.79% -7.53% -13.18% -12.22% -12.00% -11.53% -42.24%
Avg Days to Max Increase   2 6 10 9 11 7 10 10 8 13 2
2021 Contract Condition           Yes Yes         Yes
Action           Yes Yes         Not Yet
High 38.70 38.31 42.17 43.34 45.42 45.18 43.02 46.53 49.56 53.68 63.56 67.79
Low 29.00 30.96 36.84 40.00 41.93 39.36 36.89 36.00 44.49 47.50 51.37 57.25
Close/Last 32.61 38.21 40.18 42.41 44.47 42.04 37.76 45.78 48.69 51.88 61.23 59.16

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.