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 July Corn(CBOT) as of Apr 30, 2011
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   40 45 45 45 45 45 45 45 45 45 45
Closed Higher   20 16 22 22 24 20 23 23 16 23 17
Exceeded High   13 14 14 13 18 16 17 21 14 16 11
Scenario Percentage   65% 88% 64% 59% 75% 80% 74% 91% 88% 70% 65%
Avg Max Increase   6.06% 10.01% 7.84% 9.50% 7.87% 8.69% 6.89% 7.14% 12.65% 11.91% 6.47%
Max Increase   10.89% 38.35% 16.30% 28.80% 28.71% 16.78% 26.54% 30.33% 51.63% 60.09% 9.79%
Avg Days To Max Increase   14 15 21 14 17 22 11 13 19 11 8
Avg Max Decline   -2.57% -2.58% -1.39% -2.46% -1.96% -1.89% -2.79% -2.18% -2.48% -3.02% -0.08%
Max Decline   -9.08% -8.83% -3.62% -8.20% -8.20% -4.31% -9.29% -10.79% -6.45% -10.06% -1.31%
Avg Days to Max Decline   14 8 11 10 9 12 9 9 10 5 2
2011 Contract Condition   Yes Yes Yes   Yes Yes Yes   Yes    
Action   Yes Yes Yes   Yes Yes Yes   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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   40 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 29 23 23 21 24 21 22 29 22 28
Penetrated Low   13 23 17 16 15 23 15 17 26 17 17
Scenario Percentage   65% 79% 74% 70% 71% 96% 71% 77% 90% 77% 61%
Avg Max Decline   7.01% 6.78% 7.15% 7.03% 5.68% 5.54% 4.64% 6.87% 8.69% 8.26% 5.63%
Max Decline   35.76% 29.27% 26.37% 22.48% 22.89% 18.80% 9.21% 11.48% 20.53% 22.44% 16.21%
Avg Days To Max Decline   16 21 14 13 17 17 15 16 22 13 9
Avg Max Increase   -1.62% -1.87% -1.43% -1.25% -1.75% -1.84% -1.88% -2.37% -3.67% -2.15% -1.26%
Max Increase   -4.02% -4.53% -6.15% -2.76% -4.29% -6.56% -4.43% -5.12% -16.67% -9.22% -8.50%
Avg Days to Max Increase   5 10 7 7 10 9 7 14 13 5 3
2011 Contract Condition         Yes       Yes   Yes  
Action         No       Not Yet      
High 438.25 470.75 547.50 607.00 626.25 641.75 680.50 738.75 745.00 788.75 761.50  
Low 399.50 426.00 462.50 476.75 531.75 554.50 608.00 671.25 615.25 726.00 731.75  
Close/Last 432.00 464.50 517.50 603.75 555.50 640.00 675.00 733.25 701.00 756.50 734.50  

Banner

Login

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.