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 NY Harbor ULSD(NYM) as of Dec 30, 2011
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   22 24 29 29 30 31 31 31 32 32 32
Closed Higher   16 11 15 19 16 19 16 13 17 14 15
Exceeded High   14 9 15 17 15 13 11 10 16 10 15
Scenario Percentage   88% 82% 100% 89% 94% 68% 69% 77% 94% 71% 100%
Avg Max Increase   7.10% 10.43% 9.97% 10.52% 8.91% 8.07% 10.53% 15.45% 10.75% 14.57% 10.23%
Max Increase   30.75% 26.14% 23.82% 59.17% 31.26% 19.36% 23.56% 28.14% 37.61% 28.18% 27.13%
Avg Days To Max Increase   15 19 18 15 15 15 22 17 18 13 16
Avg Max Decline   -1.78% -1.03% -3.05% -0.78% -1.68% -1.82% -2.85% -2.26% -3.33% -3.13% -2.69%
Max Decline   -6.43% -4.54% -14.40% -7.62% -8.59% -8.11% -8.29% -8.28% -10.05% -8.26% -9.12%
Avg Days to Max Decline   7 9 14 8 9 7 15 5 13 7 5
2011 Contract Condition   Yes     Yes   Yes   Yes Yes Yes Yes
Action   Yes     Yes   Yes   Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   22 24 29 29 30 31 31 31 32 32 32
Closed Lower   6 13 14 10 14 12 15 18 15 18 17
Penetrated Low   3 8 11 5 7 10 13 17 14 13 13
Scenario Percentage   50% 62% 79% 50% 50% 83% 87% 94% 93% 72% 76%
Avg Max Decline   4.11% 7.58% 4.21% 9.09% 12.18% 10.19% 14.08% 12.97% 14.10% 13.01% 6.12%
Max Decline   5.22% 13.97% 11.24% 23.54% 38.98% 42.56% 41.36% 30.25% 36.13% 22.36% 13.25%
Avg Days To Max Decline   19 12 12 17 18 15 18 21 20 13 10
Avg Max Increase   -3.86% -1.58% -2.32% -4.11% -2.70% -3.86% -2.26% -2.97% -4.19% -3.19% -0.84%
Max Increase   -5.93% -8.90% -7.74% -12.41% -13.21% -15.93% -6.84% -11.89% -13.07% -11.25% -6.19%
Avg Days to Max Increase   10 3 9 16 13 14 6 13 13 6 3
2011 Contract Condition     Yes Yes   Yes   Yes        
Action     No Yes   No   No        
High 232.55 250.39 254.21 230.08 222.13 233.11 230.76 237.04 246.17 256.25 275.14 307.67
Low 219.81 236.67 203.14 212.99 206.23 205.28 209.90 223.88 225.30 233.79 247.12 266.92
Close/Last 232.55 250.23 217.61 216.37 222.13 209.50 230.57 227.49 233.16 254.44 273.31 293.89

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php