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 February Gold(CMX) as of Jan 01, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   37 37 37 37 37 37 37 37 37 37 38
Closed Higher   13 16 18 11 17 19 24 16 20 18 16
Exceeded High   9 11 13 7 14 16 18 13 16 15 12
Scenario Percentage   69% 69% 72% 64% 82% 84% 75% 81% 80% 83% 75%
Avg Max Increase   8.58% 6.35% 6.51% 5.84% 13.05% 12.13% 9.23% 7.56% 11.62% 12.31% 4.67%
Max Increase   24.03% 13.38% 26.39% 12.82% 42.74% 36.10% 21.89% 17.86% 102.79% 61.37% 11.74%
Avg Days To Max Increase   16 15 13 15 17 18 15 10 15 14 14
Avg Max Decline   -0.86% -1.10% -1.34% -1.13% -1.89% -0.73% -1.61% -1.37% -2.08% -1.85% -1.98%
Max Decline   -1.91% -5.03% -4.28% -3.92% -4.04% -3.70% -6.39% -3.39% -9.50% -9.36% -4.33%
Avg Days to Max Decline   6 8 7 14 7 3 8 2 7 6 4
2012 Contract Condition   Yes Yes     Yes Yes   Yes Yes   Yes
Action   Yes Yes     Yes Yes   Yes No   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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   37 37 37 37 37 37 37 37 37 37 38
Closed Lower   24 20 19 26 20 18 13 21 17 19 22
Penetrated Low   21 16 15 15 16 12 8 16 13 16 12
Scenario Percentage   88% 80% 79% 58% 80% 67% 62% 76% 76% 84% 55%
Avg Max Decline   4.88% 4.63% 6.86% 5.43% 5.68% 8.42% 6.03% 5.59% 7.20% 6.73% 3.99%
Max Decline   11.74% 15.90% 19.71% 21.05% 19.81% 21.59% 12.60% 15.38% 24.75% 19.93% 7.53%
Avg Days To Max Decline   18 19 16 15 16 20 18 13 15 14 14
Avg Max Increase   -1.57% -2.37% -1.84% -1.44% -0.98% -1.64% -1.75% -2.28% -1.68% -0.91% -0.93%
Max Increase   -9.30% -5.98% -4.94% -5.18% -5.65% -11.82% -5.84% -7.53% -6.56% -6.09% -3.87%
Avg Days to Max Increase   9 11 6 8 8 13 12 10 9 7 4
2012 Contract Condition       Yes Yes     Yes     Yes  
Action       No Yes     No     Not Yet  
High 1422.8 1454.4 1571.8 1578.9 1562.5 1635.0 1916.2 1925.1 1755.5 1806.6 1767.1 1747.7
Low 1338.1 1394.3 1428.0 1475.9 1499.1 1483.6 1612.5 1543.3 1599.4 1670.5 1523.9 1566.8
Close/Last 1417.1 1446.1 1561.4 1540.7 1506.4 1632.5 1833.3 1624.2 1727.3 1750.3 1566.8 1737.8

Banner

Login

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!