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 Cotton(ICE) as of Jan 01, 2016
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   44 44 44 44 44 45 45 45 45 45 45
Closed Higher   25 21 24 19 20 18 23 22 31 23 28
Exceeded High   19 16 18 15 13 14 13 19 27 17 19
Scenario Percentage   76% 76% 75% 79% 65% 78% 57% 86% 87% 74% 68%
Avg Max Increase   7.61% 10.69% 10.52% 11.84% 14.01% 12.10% 9.96% 11.90% 10.19% 8.06% 4.28%
Max Increase   27.66% 33.40% 54.34% 43.69% 47.88% 51.25% 32.10% 25.60% 45.72% 34.77% 16.96%
Avg Days To Max Increase   20 17 20 21 16 18 19 21 18 8 5
Avg Max Decline   -2.47% -2.45% -1.93% -1.99% -2.72% -2.74% -2.03% -2.27% -2.89% -3.13% -0.49%
Max Decline   -9.75% -8.56% -10.52% -6.21% -11.15% -10.44% -7.74% -6.83% -11.97% -7.71% -7.38%
Avg Days to Max Decline   14 5 8 6 5 8 8 6 13 10 1
2015 Contract Condition   Yes       Yes   Yes   Yes   Yes
Action   Yes       No   No   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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   44 44 44 44 44 45 45 45 45 45 45
Closed Lower   17 23 20 25 24 27 22 23 14 21 17
Penetrated Low   14 20 18 20 15 24 17 17 10 17 4
Scenario Percentage   82% 87% 90% 80% 63% 89% 77% 74% 71% 81% 24%
Avg Max Decline   9.37% 7.85% 9.03% 7.70% 9.16% 7.89% 6.73% 6.62% 8.84% 5.15% 3.69%
Max Decline   23.97% 26.76% 19.28% 25.15% 35.57% 36.47% 19.16% 15.31% 17.31% 16.07% 4.67%
Avg Days To Max Decline   21 18 14 18 20 19 14 18 20 15 4
Avg Max Increase   -2.80% -2.69% -1.98% -1.47% -2.06% -3.30% -1.99% -1.86% -1.87% -2.75% 0.72%
Max Increase   -11.54% -11.40% -10.21% -7.07% -5.90% -6.59% -6.33% -5.68% -9.86% -10.20% -0.42%
Avg Days to Max Increase   14 8 9 4 12 15 6 9 13 7 2
2015 Contract Condition     Yes Yes Yes   Yes   Yes   Yes  
Action     Yes Yes Yes   Yes   Yes   Not Yet  
High 80.25 83.00 83.77 79.09 75.00 68.00 67.79 63.82 63.70 62.84 61.25 67.55
Low 78.19 79.05 77.00 74.76 63.26 62.70 60.28 59.65 58.53 58.97 57.05 58.88
Close/Last 79.86 82.69 77.77 74.95 63.51 67.01 60.45 62.92 60.08 60.27 59.36 64.73

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!!!