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 October 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 29 24 24 22 26 21 24 20 17 20
Exceeded High   18 22 20 20 17 20 16 16 15 13 9
Scenario Percentage   82% 76% 83% 83% 77% 77% 76% 67% 75% 76% 45%
Avg Max Increase   7.68% 7.73% 8.51% 7.34% 10.73% 8.45% 12.56% 11.04% 11.92% 10.02% 2.32%
Max Increase   23.70% 14.32% 29.88% 31.32% 34.36% 34.82% 36.97% 63.47% 56.45% 35.35% 3.88%
Avg Days To Max Increase   21 20 16 20 17 18 16 18 20 13 4
Avg Max Decline   -1.15% -1.65% -1.32% -1.29% -1.69% -2.52% -2.41% -1.38% -2.21% -3.25% -0.28%
Max Decline   -3.41% -10.06% -3.19% -6.26% -8.64% -10.73% -11.05% -6.17% -5.63% -8.58% -1.81%
Avg Days to Max Decline   7 10 8 9 9 12 8 6 9 8 2
2011 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 15 21 20 22 19 24 20 24 28 25
Penetrated Low   18 13 18 17 18 15 18 17 23 19 10
Scenario Percentage   82% 87% 86% 85% 82% 79% 75% 85% 96% 68% 40%
Avg Max Decline   4.71% 5.92% 6.66% 6.54% 7.02% 8.82% 9.19% 9.93% 8.24% 7.31% 3.34%
Max Decline   10.02% 14.66% 23.26% 20.32% 19.03% 18.49% 27.01% 17.97% 24.28% 22.39% 5.57%
Avg Days To Max Decline   18 18 16 19 20 18 16 15 19 12 4
Avg Max Increase   -0.92% -1.49% -2.16% -2.25% -2.75% -2.85% -2.96% -2.28% -1.20% -2.40% -1.78%
Max Increase   -4.37% -7.65% -7.79% -8.68% -11.33% -13.52% -12.42% -8.87% -5.02% -7.57% -9.01%
Avg Days to Max Increase   6 11 11 14 15 10 9 10 5 8 2
2011 Contract Condition           Yes Yes Yes        
Action           Yes Not Yet          
High 98.91 126.99 117.00 130.00 166.47 162.09 166.00 143.50        
Low 88.04 93.62 100.00 110.00 128.73 140.50 134.50 140.70        
Close/Last 98.91 100.08 112.05 128.85 155.09 154.00 145.80 141.96        

Banner

Login

Newsflash