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 July NY Harbor ULSD(NYM) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 19 22 24 24 26 27 28 28 28 28 28
Closed Higher 15 14 14 10 12 11 12 12 20 21 15
Exceeded High 12 13 10 8 9 10 9 11 19 17 9
Scenario Percentage 80% 93% 71% 80% 75% 91% 75% 92% 95% 81% 60%
Avg Max Increase 10.90% 7.05% 7.60% 10.59% 10.66% 9.22% 10.75% 11.90% 9.88% 9.25% 8.33%
Max Increase 51.79% 26.41% 26.16% 20.60% 19.67% 21.36% 27.58% 25.97% 22.66% 27.24% 16.25%
Avg Days To Max Increase 15 14 16 21 13 15 12 13 16 16 17
Avg Max Decline -0.37% -0.81% -1.73% -1.97% -1.43% -1.39% -2.12% -1.49% -2.17% -3.13% -1.75%
Max Decline -3.23% -6.28% -8.40% -4.74% -8.27% -4.30% -6.29% -5.57% -6.55% -16.05% -7.53%
Avg Days to Max Decline 9 9 4 10 6 12 6 7 7 9 7
2007 Contract Condition Yes       Yes     Yes Yes Yes  
Action No       No     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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 19 22 24 24 26 27 28 28 28 28 28
Closed Lower 4 8 10 14 14 15 16 16 8 7 13
Penetrated Low 3 5 8 13 11 13 11 12 7 6 12
Scenario Percentage 75% 62% 80% 93% 79% 87% 69% 75% 88% 86% 92%
Avg Max Decline 5.62% 7.32% 8.23% 11.05% 13.81% 12.82% 12.14% 6.47% 7.85% 6.26% 12.39%
Max Decline 9.61% 16.40% 18.46% 21.91% 29.86% 38.04% 35.18% 20.99% 12.60% 9.83% 56.01%
Avg Days To Max Decline 21 21 15 18 20 20 15 13 14 13 14
Avg Max Increase -4.23% -3.49% -1.57% -1.97% -1.81% -2.97% -2.04% -2.41% -2.92% -4.17% -2.81%
Max Increase -8.51% -11.01% -5.67% -5.82% -7.39% -9.10% -6.56% -11.47% -5.99% -8.06% -9.98%
Avg Days to Max Increase 25 24 8 7 12 9 7 10 7 18 6
2007 Contract Condition   Yes Yes Yes   Yes Yes       Yes
Action   Yes Yes Yes   Yes No       No
High 223.00 222.75 206.24 187.87 189.00 188.94 174.90 179.76 192.52 195.10 196.18
Low 212.00 204.75 181.08 175.70 175.00 174.50 153.60 164.15 169.74 179.72 179.60
Close/Last 216.51 210.16 187.77 178.60 188.15 175.97 169.93 179.76 190.14 190.83 188.31

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