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 Cotton(ICE) 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   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   21 20 22 21 28 20 25 22 27 24 25
Exceeded High   13 16 14 17 22 15 22 15 20 17 10
Scenario Percentage   62% 80% 64% 81% 79% 75% 88% 68% 74% 71% 40%
Avg Max Increase   9.99% 9.00% 7.18% 9.58% 8.73% 8.93% 8.19% 11.64% 9.92% 10.25% 4.45%
Max Increase   35.61% 20.82% 18.01% 24.15% 17.52% 32.18% 34.05% 35.75% 35.29% 34.98% 12.36%
Avg Days To Max Increase   17 21 16 22 21 14 22 21 20 12 3
Avg Max Decline   -1.79% -2.39% -0.92% -1.66% -2.51% -2.09% -2.69% -2.19% -2.93% -2.26% 0.34%
Max Decline   -4.46% -8.94% -5.00% -6.60% -10.31% -4.01% -10.16% -6.25% -9.31% -7.63% -2.07%
Avg Days to Max Decline   7 11 3 5 14 8 13 7 10 5 1
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   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   23 25 23 24 17 24 19 23 18 21 19
Penetrated Low   14 21 16 18 15 21 16 18 15 16 10
Scenario Percentage   61% 84% 70% 75% 88% 88% 84% 78% 83% 76% 53%
Avg Max Decline   9.55% 7.87% 6.74% 5.71% 7.48% 6.64% 7.37% 7.72% 10.55% 8.42% 3.43%
Max Decline   34.26% 37.42% 20.70% 12.35% 19.61% 24.91% 15.91% 21.57% 21.69% 19.26% 5.37%
Avg Days To Max Decline   20 19 15 18 17 16 19 15 16 11 4
Avg Max Increase   -1.44% -2.37% -1.98% -1.43% -1.56% -2.42% -2.67% -2.89% -3.79% -1.91% -0.80%
Max Increase   -3.85% -5.90% -6.33% -4.99% -8.15% -8.91% -10.79% -12.95% -14.94% -5.22% -2.18%
Avg Days to Max Increase   12 11 8 8 13 11 11 10 12 6 2
2011 Contract Condition         Yes         Yes Yes  
Action         No         Not Yet    
High 78.53 86.15 103.50 118.50 143.11 133.93 156.70 200.56 209.97 198.81 158.50  
Low 74.87 77.86 85.35 94.18 102.00 107.80 126.52 154.59 175.15 146.50 151.11  
Close/Last 77.47 85.60 99.00 114.00 108.08 129.30 155.15 182.59 192.90 158.02 154.45  

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