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 Aug 18, 2023
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   28 20 23 20 21 17 27 23 31 23 25
Exceeded High   21 15 17 17 13 14 19 18 27 16 16
Scenario Percentage   75% 75% 74% 85% 62% 82% 70% 78% 87% 70% 64%
Avg Max Increase   6.10% 8.38% 8.64% 8.81% 15.68% 12.64% 8.54% 10.76% 10.98% 8.91% 4.87%
Max Increase   20.21% 20.37% 28.56% 43.20% 47.88% 51.25% 32.10% 25.12% 45.72% 34.77% 16.96%
Avg Days To Max Increase   18 16 18 19 17 19 19 21 17 9 5
Avg Max Decline   -2.45% -2.76% -1.86% -1.99% -2.02% -2.16% -1.75% -2.33% -2.81% -2.95% -0.46%
Max Decline   -9.75% -8.56% -10.52% -6.21% -5.29% -5.87% -7.74% -6.83% -11.97% -7.71% -7.38%
Avg Days to Max Decline   14 5 9 9 6 7 8 7 12 8 1
2023 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   15 25 22 25 24 28 18 22 14 21 20
Penetrated Low   13 21 21 20 15 24 14 16 10 18 6
Scenario Percentage   87% 84% 95% 80% 63% 86% 78% 73% 71% 86% 30%
Avg Max Decline   9.06% 7.64% 8.94% 8.02% 8.36% 7.38% 6.37% 5.69% 8.12% 5.44% 3.18%
Max Decline   23.97% 26.76% 19.28% 25.15% 35.57% 36.47% 19.16% 11.68% 17.31% 16.07% 4.67%
Avg Days To Max Decline   21 19 14 20 17 19 14 18 20 14 4
Avg Max Increase   -2.92% -2.92% -2.00% -1.70% -2.14% -3.45% -2.29% -2.15% -2.28% -2.61% -0.40%
Max Increase   -11.54% -11.40% -10.21% -7.07% -5.90% -6.59% -6.33% -5.68% -9.86% -10.20% -4.43%
Avg Days to Max Increase   14 10 9 5 12 14 6 10 16 8 1
2023 Contract Condition       Yes Yes   Yes Yes   Yes   Yes
Action       Yes No   Yes No   No   Not Yet
High 109.99 121.15 127.80 121.05 95.00 116.49 110.09 88.78 89.92 89.65 88.88 87.29
Low 95.77 106.10 116.67 87.06 78.94 89.24 81.96 70.10 71.69 78.80 80.37 79.80
Close/Last 106.55 117.53 118.17 94.78 93.51 110.14 83.45 71.64 84.61 83.37 86.22 84.19

Banner

Login

Main Menu

MRCI Online

Free Links

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! https://www.mrci.com/products/energy