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 Jan 21, 2022
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 17 27 21 30 21 26 25 26 21 24
Exceeded High   15 15 18 17 25 18 23 15 19 15 9
Scenario Percentage   65% 88% 67% 81% 83% 86% 88% 60% 73% 71% 38%
Avg Max Increase   11.77% 10.88% 7.67% 8.88% 11.31% 10.91% 6.97% 10.16% 8.58% 8.42% 2.85%
Max Increase   38.43% 44.56% 25.54% 22.09% 55.11% 35.33% 16.56% 35.75% 22.13% 19.49% 7.68%
Avg Days To Max Increase   16 19 18 23 20 14 20 21 15 10 5
Avg Max Decline   -1.62% -1.78% -1.11% -1.71% -2.37% -1.93% -2.55% -2.33% -3.27% -2.50% -0.37%
Max Decline   -4.46% -4.87% -5.00% -6.60% -10.31% -5.94% -10.16% -6.25% -9.31% -7.63% -2.10%
Avg Days to Max Decline   7 7 5 7 12 6 11 6 9 4 1
2021 Contract Condition   Yes Yes Yes Yes Yes Yes Yes   Yes   Yes
Action   Yes Yes Yes Yes Yes Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 28 18 24 15 24 19 20 19 24 21
Penetrated Low   15 23 14 16 13 20 16 16 17 20 12
Scenario Percentage   68% 82% 78% 67% 87% 83% 84% 80% 89% 83% 57%
Avg Max Decline   8.07% 6.86% 6.16% 5.54% 7.60% 7.74% 7.69% 7.25% 12.83% 8.60% 4.35%
Max Decline   34.26% 37.42% 20.70% 12.35% 19.61% 29.40% 22.68% 15.32% 26.06% 19.26% 9.55%
Avg Days To Max Decline   16 18 15 18 18 17 16 13 16 10 4
Avg Max Increase   -1.52% -2.54% -2.15% -1.67% -1.82% -2.38% -2.68% -2.71% -3.36% -2.23% -0.99%
Max Increase   -3.85% -5.90% -6.33% -4.99% -8.15% -8.91% -10.79% -12.95% -14.94% -5.98% -2.89%
Avg Days to Max Increase   10 13 7 10 15 11 10 10 11 7 2
2021 Contract Condition                 Yes   Yes  
Action                 No   Not Yet  
High 66.00 67.97 69.09 74.09 75.62 79.46 84.68 96.22 93.70 91.66 91.00 87.74
Low 61.65 63.95 66.03 67.12 70.40 72.72 79.44 82.01 78.15 78.97 81.50 82.30
Close/Last 64.13 67.27 67.92 71.26 73.75 79.17 82.78 89.71 82.17 88.08 82.12 84.03

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