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 May Feeder Cattle(CME) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   26 38 41 43 43 43 45 45 45 45 45
Closed Higher   14 25 20 23 20 23 26 27 27 22 24
Exceeded High   13 20 15 19 15 20 26 24 22 22 14
Scenario Percentage   93% 80% 75% 83% 75% 87% 100% 89% 81% 100% 58%
Avg Max Increase   3.93% 4.01% 4.53% 4.44% 3.72% 4.87% 4.58% 5.57% 7.06% 6.35% 4.11%
Max Increase   6.75% 8.60% 11.36% 8.83% 10.43% 10.55% 15.72% 16.55% 21.46% 20.48% 11.90%
Avg Days To Max Increase   18 19 16 20 18 19 15 18 16 12 14
Avg Max Decline   -1.08% -1.61% -1.24% -1.63% -1.00% -1.53% -1.16% -1.46% -2.03% -1.61% -0.36%
Max Decline   -2.90% -4.76% -4.98% -9.65% -3.19% -4.84% -6.22% -5.66% -5.23% -4.62% -1.35%
Avg Days to Max Decline   12 12 7 10 6 9 10 10 7 6 2
2018 Contract Condition   Yes Yes Yes Yes Yes     Yes Yes   Yes
Action   Yes Yes Yes Yes Yes     Yes No   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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   26 38 41 43 43 43 45 45 45 45 45
Closed Lower   12 13 19 20 23 19 19 18 18 23 21
Penetrated Low   10 9 12 18 16 13 11 15 13 18 11
Scenario Percentage   83% 69% 63% 90% 70% 68% 58% 83% 72% 78% 52%
Avg Max Decline   5.34% 6.09% 5.26% 4.96% 6.16% 6.81% 7.05% 6.63% 8.42% 7.38% 4.32%
Max Decline   9.18% 15.64% 15.38% 16.11% 18.56% 17.50% 16.54% 17.19% 18.27% 17.99% 7.25%
Avg Days To Max Decline   16 16 11 17 15 18 21 18 21 14 13
Avg Max Increase   -1.67% -1.39% -1.00% -1.68% -1.39% -1.20% -1.35% -1.32% -0.86% -1.53% -0.67%
Max Increase   -4.57% -5.64% -3.14% -10.99% -4.77% -5.38% -3.09% -5.49% -3.22% -7.21% -1.30%
Avg Days to Max Increase   11 7 9 10 11 7 7 6 6 6 3
2018 Contract Condition             Yes Yes     Yes  
Action             Yes No     Yes  
High 137.550 143.800 142.700 143.900 150.100 155.385 157.850 151.385 148.930 153.550 148.985 143.000
Low 134.030 131.100 134.430 134.100 138.650 144.050 146.780 139.200 140.080 146.150 134.000 128.885
Close/Last 137.500 138.100 139.000 139.530 147.825 154.735 151.485 142.680 145.930 148.550 134.030 140.180

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