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 December Cotton(ICE) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 44 44 44 44 44 44 44 45 45 45
Closed Higher   24 25 24 26 21 24 21 17 18 23 24
Exceeded High   22 21 18 21 16 18 17 15 14 14 8
Scenario Percentage   92% 84% 75% 81% 76% 75% 81% 88% 78% 61% 33%
Avg Max Increase   8.07% 7.00% 10.45% 8.13% 11.27% 9.38% 13.54% 13.44% 12.37% 7.82% 3.18%
Max Increase   28.86% 31.87% 33.85% 31.42% 33.57% 55.24% 49.88% 51.39% 54.27% 25.52% 8.67%
Avg Days To Max Increase   14 21 19 19 15 18 21 17 17 9 3
Avg Max Decline   -1.14% -2.06% -1.71% -2.74% -2.67% -2.15% -2.09% -3.30% -2.53% -1.65% -0.60%
Max Decline   -3.19% -10.35% -7.08% -10.65% -9.99% -10.75% -6.53% -9.53% -6.49% -5.94% -1.71%
Avg Days to Max Decline   8 9 6 15 5 8 5 7 8 5 1
2013 Contract Condition   Yes Yes Yes     Yes Yes   Yes   Yes
Action   Yes Yes No     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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 44 44 44 44 44 44 44 45 45 45
Closed Lower   20 19 20 18 23 20 23 27 27 22 21
Penetrated Low   16 16 16 15 20 17 20 16 21 16 4
Scenario Percentage   80% 84% 80% 83% 87% 85% 87% 59% 78% 73% 19%
Avg Max Decline   6.94% 6.19% 8.06% 9.57% 7.24% 9.36% 8.00% 10.93% 8.83% 6.57% 3.48%
Max Decline   20.96% 19.97% 25.57% 25.70% 26.30% 21.41% 26.03% 37.46% 35.90% 17.14% 5.94%
Avg Days To Max Decline   14 17 22 18 16 15 17 20 18 15 3
Avg Max Increase   -1.53% -2.49% -3.37% -2.47% -2.65% -2.14% -1.30% -1.88% -3.74% -1.80% -0.78%
Max Increase   -5.15% -9.20% -13.11% -12.82% -13.00% -10.03% -5.36% -5.14% -12.09% -5.87% -1.56%
Avg Days to Max Increase   8 13 12 9 8 9 5 11 14 4 1
2013 Contract Condition         Yes Yes     Yes   Yes  
Action         Yes Yes     Yes   Yes  
High 79.01 81.25 85.40 89.20 88.29 87.25 89.56 87.11 93.72 87.50 87.78 78.94
Low 76.36 77.80 80.43 84.22 83.00 82.00 81.72 83.20 82.43 82.11 77.11 73.79
Close/Last 78.74 81.15 85.21 87.37 86.28 82.06 84.01 85.18 83.49 87.21 77.18 78.14

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