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 Jan 01, 2015
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   23 31 24 27 23 25 20 23 19 19 20
Exceeded High   20 25 22 22 18 20 15 15 15 16 9
Scenario Percentage   87% 81% 92% 81% 78% 80% 75% 65% 79% 84% 45%
Avg Max Increase   8.90% 9.46% 8.84% 7.13% 10.29% 8.27% 12.43% 11.03% 11.77% 9.16% 2.34%
Max Increase   29.90% 48.57% 29.88% 31.32% 34.36% 34.82% 36.97% 63.47% 56.45% 35.35% 4.27%
Avg Days To Max Increase   22 20 15 20 15 17 15 17 19 13 4
Avg Max Decline   -1.11% -1.63% -1.17% -1.15% -1.63% -2.43% -2.58% -1.61% -2.29% -3.05% -0.50%
Max Decline   -3.41% -10.06% -3.19% -6.26% -8.64% -10.73% -11.05% -6.17% -5.63% -8.58% -2.03%
Avg Days to Max Decline   7 9 6 10 7 12 8 6 9 7 2
2014 Contract Condition   Yes Yes   Yes Yes Yes       Yes  
Action   Yes Yes   Yes Yes Yes       Yes  
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   21 13 21 18 21 20 25 22 26 26 25
Penetrated Low   17 11 18 15 18 16 19 18 23 18 10
Scenario Percentage   81% 85% 86% 83% 86% 80% 76% 82% 88% 69% 40%
Avg Max Decline   5.02% 6.02% 6.54% 6.87% 9.07% 11.09% 10.08% 11.46% 8.27% 7.31% 3.90%
Max Decline   10.02% 14.66% 23.26% 20.32% 24.16% 27.03% 27.01% 24.41% 24.28% 23.65% 8.96%
Avg Days To Max Decline   17 19 15 18 19 19 16 14 19 11 5
Avg Max Increase   -0.92% -1.33% -2.08% -2.37% -3.10% -2.84% -2.72% -2.04% -1.86% -2.66% -2.40%
Max Increase   -4.37% -7.65% -7.79% -8.68% -11.33% -13.52% -12.42% -8.87% -15.14% -7.57% -9.01%
Avg Days to Max Increase   6 12 10 14 11 11 7 9 7 10 2
2014 Contract Condition       Yes       Yes Yes Yes   Yes
Action       Yes       Yes Yes Yes   Not Yet
High 82.52 78.28 79.75 82.00 81.75 82.57 83.89 85.00 78.30 73.28 68.48 71.49
Low 76.98 76.02 77.11 78.37 78.12 80.72 80.50 77.00 73.00 61.90 61.34 60.58
Close/Last 76.98 77.89 79.75 78.53 80.07 82.14 83.83 77.13 73.38 62.09 67.60 61.96

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