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 January Feeder Cattle(CME) 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   24 35 36 40 40 41 43 43 43 43 43
Closed Higher   14 16 23 24 26 30 19 24 16 24 25
Exceeded High   11 15 19 21 25 23 17 22 13 20 20
Scenario Percentage   79% 94% 83% 88% 96% 77% 89% 92% 81% 83% 80%
Avg Max Increase   7.41% 6.26% 5.17% 4.94% 4.79% 4.49% 4.13% 4.66% 3.84% 4.67% 3.14%
Max Increase   23.34% 23.36% 15.37% 12.51% 10.16% 9.97% 15.07% 12.29% 8.07% 10.33% 7.28%
Avg Days To Max Increase   17 16 19 20 17 17 12 17 14 18 15
Avg Max Decline   -0.79% -1.25% -1.03% -2.38% -1.16% -1.83% -1.20% -1.52% -1.42% -1.94% -0.78%
Max Decline   -4.25% -7.28% -3.95% -11.41% -5.98% -5.68% -5.73% -7.29% -4.34% -5.38% -2.57%
Avg Days to Max Decline   5 9 12 10 7 10 8 8 8 10 4
2020 Contract Condition     Yes     Yes Yes   Yes Yes   Yes
Action     Yes     Yes No   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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   24 35 36 40 40 41 43 43 43 43 43
Closed Lower   9 19 13 16 14 11 24 18 27 19 17
Penetrated Low   6 15 7 8 10 8 16 18 17 14 9
Scenario Percentage   67% 79% 54% 50% 71% 73% 67% 100% 63% 74% 53%
Avg Max Decline   6.12% 3.65% 6.27% 5.24% 6.50% 6.51% 4.82% 5.64% 6.40% 6.88% 3.90%
Max Decline   9.60% 11.95% 12.29% 10.44% 10.88% 16.12% 15.43% 15.48% 14.68% 13.88% 8.52%
Avg Days To Max Decline   20 17 20 20 17 15 14 16 16 16 15
Avg Max Increase   -0.92% -1.45% -1.37% -1.78% -1.48% -2.59% -1.76% -2.00% -2.10% -1.80% -1.11%
Max Increase   -4.87% -6.97% -6.79% -5.73% -4.42% -6.75% -6.22% -12.09% -4.32% -6.26% -4.12%
Avg Days to Max Increase   4 7 4 10 8 11 12 8 10 9 4
2020 Contract Condition   Yes   Yes Yes     Yes     Yes  
Action   No   Yes Yes     Yes     Not Yet  
High 148.330 148.150 155.550 159.735 150.235 139.700 142.250 141.180 139.000 144.985 147.780 146.650
Low 148.330 145.650 147.100 148.750 132.680 130.800 135.600 126.730 126.000 136.100 138.280 139.900
Close/Last 148.330 147.485 154.750 149.135 133.650 135.075 140.300 128.500 138.330 144.680 142.280 145.330

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