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 November 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 17 21 23 24 27 28 29 29 29 29 29
Closed Higher 8 11 12 12 20 19 15 13 18 17 20
Exceeded High 5 11 9 11 19 15 11 13 15 17 15
Scenario Percentage 62% 100% 75% 92% 95% 79% 73% 100% 83% 100% 75%
Avg Max Increase 10.18% 7.06% 11.70% 11.46% 10.93% 10.47% 8.87% 11.83% 15.92% 10.73% 5.48%
Max Increase 15.12% 17.61% 28.01% 23.28% 51.12% 53.09% 23.81% 24.96% 76.22% 39.38% 15.65%
Avg Days To Max Increase 14 12 12 13 19 17 15 18 18 13 14
Avg Max Decline -0.81% -0.74% -1.48% -1.51% -2.29% -2.17% -1.60% -2.36% -2.25% -2.89% -2.38%
Max Decline -2.17% -3.79% -4.81% -5.33% -8.88% -11.99% -5.77% -8.22% -8.55% -15.12% -13.24%
Avg Days to Max Decline 8 8 5 10 7 9 9 13 9 7 3
2007 Contract Condition Yes     Yes Yes     Yes Yes   Yes
Action No     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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 17 21 23 24 27 28 29 29 29 29 29
Closed Lower 9 10 11 12 7 9 14 16 11 12 9
Penetrated Low 6 8 8 8 6 7 10 13 6 7 9
Scenario Percentage 67% 80% 73% 67% 86% 78% 71% 81% 55% 58% 100%
Avg Max Decline 7.31% 11.42% 10.44% 4.92% 5.85% 5.20% 7.64% 8.05% 9.86% 9.17% 19.15%
Max Decline 11.76% 32.60% 34.45% 18.95% 7.76% 8.08% 14.27% 19.18% 22.78% 22.62% 51.44%
Avg Days To Max Decline 21 20 16 8 13 13 15 18 17 14 12
Avg Max Increase -1.78% -3.21% -1.11% -1.21% -2.74% -4.02% -0.96% -1.91% -5.19% -2.30% -5.69%
Max Increase -5.51% -6.87% -3.19% -5.12% -5.55% -7.55% -6.77% -7.93% -19.87% -6.87% -19.92%
Avg Days to Max Increase 9 8 5 6 11 16 2 9 15 15 9
2007 Contract Condition   Yes Yes     Yes Yes     Yes  
Action   Yes No     Yes No     No  
High 197.50 197.34 183.70 190.78 201.75 204.25 205.79 211.85 219.54 215.67 228.25
Low 185.01 185.50 164.00 176.21 182.20 193.00 190.80 198.36 207.77 197.50 207.55
Close/Last 196.40 186.87 180.08 190.76 200.49 200.08 198.36 209.54 215.97 207.49 222.56

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