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 April Feeder Cattle(CME) as of Jan 21, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   23 38 44 45 45 45 45 45 45 45 45
Closed Higher   13 22 30 19 24 19 26 29 26 26 20
Exceeded High   12 20 22 15 20 13 23 26 23 20 17
Scenario Percentage   92% 91% 73% 79% 83% 68% 88% 90% 88% 77% 85%
Avg Max Increase   5.63% 4.69% 3.83% 3.76% 4.32% 4.30% 4.83% 4.77% 5.66% 5.84% 3.62%
Max Increase   11.53% 9.99% 8.89% 10.58% 8.15% 10.94% 10.71% 15.89% 18.88% 13.28% 10.17%
Avg Days To Max Increase   19 19 18 14 18 19 20 16 17 13 13
Avg Max Decline   -2.25% -0.82% -1.61% -1.33% -1.14% -1.53% -1.73% -1.44% -1.64% -1.53% -0.66%
Max Decline   -9.58% -2.55% -4.91% -5.68% -4.22% -3.55% -4.91% -6.72% -5.36% -4.58% -3.21%
Avg Days to Max Decline   8 9 12 9 9 9 11 8 10 5 1
2021 Contract Condition   Yes Yes Yes   Yes   Yes Yes   Yes Yes
Action   Yes 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   23 38 44 45 45 45 45 45 45 45 45
Closed Lower   10 16 14 26 21 25 19 16 19 19 25
Penetrated Low   7 12 10 16 19 16 13 9 15 13 15
Scenario Percentage   70% 75% 71% 62% 90% 64% 68% 56% 79% 68% 60%
Avg Max Decline   3.46% 6.01% 6.05% 5.10% 4.92% 6.95% 6.85% 6.65% 8.28% 9.27% 5.86%
Max Decline   8.48% 10.47% 15.90% 15.39% 15.76% 18.71% 17.23% 11.37% 21.40% 21.67% 14.75%
Avg Days To Max Decline   20 14 16 13 19 16 16 19 18 13 13
Avg Max Increase   -1.65% -1.61% -2.01% -1.09% -1.57% -1.46% -1.28% -1.69% -1.85% -0.84% -0.47%
Max Increase   -4.95% -4.71% -6.32% -2.92% -10.72% -4.67% -5.68% -3.59% -6.36% -3.45% -1.71%
Avg Days to Max Increase   7 8 11 9 9 12 6 9 7 4 2
2021 Contract Condition         Yes   Yes     Yes    
Action         Yes   No     No    
High 129.430 137.700 137.030 144.600 145.650 142.700 140.735 141.680 145.135 147.000 145.800 148.180
Low 129.430 129.135 130.400 133.235 138.430 137.000 126.100 133.800 138.780 135.030 140.050 137.235
Close/Last 129.430 133.950 134.800 144.580 139.830 140.100 135.050 141.080 141.780 140.750 142.580 143.885

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