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 DJIA Index as of Oct 29, 2021
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   27 26 29 31 26 24 29 25 18 25 33
Exceeded High   25 25 26 28 23 21 23 21 16 23 24
Scenario Percentage   93% 96% 90% 90% 88% 88% 79% 84% 89% 92% 73%
Avg Max Increase   5.54% 5.14% 6.18% 4.66% 5.13% 5.20% 4.47% 4.40% 6.22% 6.02% 3.10%
Max Increase   17.19% 10.33% 14.40% 13.28% 12.99% 13.15% 10.49% 16.09% 19.66% 13.83% 6.35%
Avg Days To Max Increase   17 16 18 13 20 16 16 14 20 21 20
Avg Max Decline   -1.20% -1.31% -1.59% -1.75% -1.70% -1.45% -1.72% -1.95% -1.56% -1.81% -1.28%
Max Decline   -4.41% -5.49% -5.55% -7.19% -4.86% -4.42% -5.45% -7.27% -4.75% -7.49% -4.81%
Avg Days to Max Decline   8 9 9 7 13 10 10 11 6 12 5
2021 Contract Condition     Yes Yes Yes Yes   Yes Yes   Yes  
Action     Yes Yes Yes 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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   18 19 16 14 19 21 16 20 27 19 12
Penetrated Low   12 15 10 8 14 16 14 16 19 9 3
Scenario Percentage   67% 79% 63% 57% 74% 76% 88% 80% 70% 47% 25%
Avg Max Decline   9.01% 7.26% 3.02% 4.32% 5.75% 6.15% 7.28% 6.61% 8.66% 5.94% 3.16%
Max Decline   35.54% 28.32% 4.89% 10.25% 24.10% 18.50% 16.68% 18.97% 37.75% 20.12% 4.85%
Avg Days To Max Decline   10 10 13 14 14 15 19 14 17 13 8
Avg Max Increase   -1.57% -1.88% -1.81% -1.58% -1.49% -1.86% -2.32% -2.89% -2.55% -3.01% -1.08%
Max Increase   -4.65% -6.64% -6.39% -4.09% -4.51% -4.57% -8.56% -7.37% -5.90% -9.20% -1.64%
Avg Days to Max Increase   7 6 8 6 8 11 9 12 8 4 2
2021 Contract Condition   Yes         Yes     Yes    
Action   No         No     Not Yet    
High 30622 31272 32010 33259 34257 35092 34849 35172 35631 35475 35893  
Low 29599 29856 30015 30548 32985 33474 33272 33742 34692 33613 33786  
Close/Last 30606 29983 30932 32982 33875 34529 34503 34935 35361 33844 35820  

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