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 Dec 30, 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   26 20 24 19 19 18 23 22 32 22 27
Exceeded High   20 15 18 15 12 14 14 19 27 16 18
Scenario Percentage   77% 75% 75% 79% 63% 78% 61% 86% 84% 73% 67%
Avg Max Increase   7.33% 11.21% 10.49% 11.84% 14.82% 12.10% 9.50% 11.90% 10.19% 8.44% 4.50%
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 19 21 16 18 18 21 18 9 5
Avg Max Decline   -2.56% -2.57% -1.96% -1.99% -2.90% -2.74% -2.06% -2.27% -2.89% -3.26% -0.50%
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   16 5 8 6 6 8 9 6 13 10 1
2016 Contract Condition   Yes   Yes       Yes   Yes    
Action   Yes   Yes       Yes   No    
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   16 24 20 25 25 27 22 23 13 22 18
Penetrated Low   14 21 18 21 16 23 17 17 10 18 5
Scenario Percentage   88% 88% 90% 84% 64% 85% 77% 74% 77% 82% 28%
Avg Max Decline   9.37% 7.58% 9.03% 7.69% 8.90% 8.12% 6.73% 6.69% 8.84% 5.24% 3.28%
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 19 14 18 20 19 14 19 20 14 3
Avg Max Increase   -2.80% -2.80% -1.98% -1.57% -2.07% -3.30% -1.99% -2.07% -1.87% -2.73% 0.41%
Max Increase   -11.54% -11.40% -10.21% -7.07% -5.90% -6.59% -6.33% -5.68% -9.86% -10.20% -0.83%
Avg Days to Max Increase   14 9 9 5 12 14 6 10 13 7 2
2016 Contract Condition     Yes   Yes Yes Yes   Yes   Yes Yes
Action     Yes   Yes Yes No   Yes   Yes Not Yet
High 65.99 66.40 66.64 67.40 67.90 66.50 63.93 64.50 64.16 65.23 63.55 62.59
Low 62.34 63.15 64.15 63.39 63.23 61.19 59.45 59.81 61.45 62.73 60.67 56.97
Close/Last 64.50 66.11 64.64 67.29 64.20 62.58 60.31 63.00 62.64 63.28 61.13 58.01

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php