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 Jun 08, 2020
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 26 26 29 20 22 21 17 16 25 24
Exceeded High   23 23 20 23 16 17 18 15 12 14 8
Scenario Percentage   92% 88% 77% 79% 80% 77% 86% 88% 75% 56% 33%
Avg Max Increase   7.15% 5.19% 8.99% 7.39% 10.35% 7.05% 10.52% 13.20% 12.73% 7.44% 3.12%
Max Increase   28.86% 16.14% 33.85% 31.42% 33.07% 21.52% 43.70% 51.39% 54.27% 25.52% 8.67%
Avg Days To Max Increase   14 21 19 18 14 16 19 15 18 9 2
Avg Max Decline   -1.20% -2.17% -1.67% -2.64% -2.83% -2.17% -2.26% -2.96% -2.21% -1.58% -0.52%
Max Decline   -3.19% -10.35% -7.08% -10.65% -9.99% -10.75% -6.53% -9.11% -6.49% -5.94% -1.71%
Avg Days to Max Decline   8 10 5 15 4 8 6 7 5 5 1
2019 Contract Condition   Yes   Yes Yes         Yes Yes  
Action   Yes   Yes No         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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   19 19 19 16 25 23 24 28 29 20 21
Penetrated Low   15 15 14 14 23 20 22 17 22 14 4
Scenario Percentage   79% 79% 74% 88% 92% 87% 92% 61% 76% 70% 19%
Avg Max Decline   6.88% 6.22% 7.80% 10.08% 7.92% 9.65% 8.17% 10.16% 7.80% 6.38% 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   13 17 21 17 17 15 18 19 17 14 3
Avg Max Increase   -1.27% -2.12% -3.41% -2.48% -2.54% -2.36% -1.76% -1.75% -3.96% -1.98% -0.78%
Max Increase   -5.08% -9.20% -13.11% -12.82% -13.00% -10.03% -8.92% -5.14% -12.09% -5.87% -1.56%
Avg Days to Max Increase   7 14 12 9 7 9 7 9 15 3 1
2019 Contract Condition     Yes     Yes Yes Yes Yes     Yes
Action     No     Yes Yes Yes No     Not Yet
High 78.49 75.20 74.68 75.97 77.75 75.74 68.25 68.35 63.90 63.39 65.99 65.06
Low 72.77 72.24 72.25 72.77 75.08 65.25 64.70 61.66 56.59 57.55 60.20 61.73
Close/Last 73.30 74.20 73.28 75.44 75.69 67.07 66.08 63.84 58.83 60.83 64.44 64.40

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