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 August Gold(CMX) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   38 38 38 38 39 39 39 39 39 39 39
Closed Higher   26 16 20 18 16 18 14 16 17 13 18
Exceeded High   16 13 15 15 12 11 9 11 13 9 15
Scenario Percentage   62% 81% 75% 83% 75% 61% 64% 69% 76% 69% 83%
Avg Max Increase   9.20% 7.43% 11.84% 12.13% 5.77% 4.55% 8.75% 7.03% 6.47% 6.42% 7.48%
Max Increase   22.72% 17.78% 103.03% 58.22% 11.03% 11.14% 24.84% 13.80% 25.41% 14.18% 25.62%
Avg Days To Max Increase   15 10 14 15 14 16 15 16 13 15 16
Avg Max Decline   -0.92% -1.01% -1.51% -1.47% -2.19% -1.30% -0.99% -1.17% -1.67% -1.49% -1.39%
Max Decline   -4.16% -3.13% -8.14% -8.72% -6.76% -2.97% -1.97% -5.22% -4.89% -4.32% -3.56%
Avg Days to Max Decline   8 3 7 7 8 5 6 6 6 12 3
2013 Contract Condition   Yes           Yes       Yes
Action   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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   38 38 38 38 39 39 39 39 39 39 39
Closed Lower   12 22 18 20 23 21 25 23 22 25 21
Penetrated Low   8 19 13 17 18 19 21 19 17 14 15
Scenario Percentage   67% 86% 72% 85% 78% 90% 84% 83% 77% 56% 71%
Avg Max Decline   4.32% 4.84% 7.70% 7.23% 5.14% 7.12% 4.99% 5.69% 7.23% 5.49% 3.89%
Max Decline   8.59% 14.35% 25.16% 21.14% 20.15% 29.37% 10.55% 19.96% 19.39% 18.48% 14.55%
Avg Days To Max Decline   14 14 17 17 14 14 17 19 16 10 13
Avg Max Increase   -0.91% -2.04% -1.93% -0.69% -2.11% -1.69% -1.57% -2.38% -1.92% -1.16% -0.86%
Max Increase   -2.05% -7.54% -5.97% -5.65% -12.81% -8.60% -7.05% -5.92% -4.86% -3.89% -5.29%
Avg Days to Max Increase   11 9 11 9 9 10 9 11 5 7 3
2013 Contract Condition     Yes Yes Yes Yes Yes   Yes Yes Yes  
Action     Yes Yes Yes Yes Yes   Yes Yes Not Yet  
High 1703.0 1798.0 1804.5 1759.7 1729.0 1702.4 1686.4 1619.3 1604.1 1488.5 1423.3 1348.7
Low 1598.5 1702.5 1709.0 1680.9 1642.4 1634.1 1560.0 1564.9 1323.0 1338.0 1179.4 1206.9
Close/Last 1695.9 1782.0 1727.0 1718.8 1682.0 1666.1 1581.3 1597.4 1473.5 1393.0 1223.7 1312.4

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