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 December NY Harbor ULSD(NYM) as of Jan 01, 2019
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 Oct
Tested Years   33 35 36 38 40 40 40 40 40 40 40
Closed Higher   16 17 18 26 24 19 20 24 23 24 15
Exceeded High   15 13 16 25 18 14 18 20 21 21 10
Scenario Percentage   94% 76% 89% 96% 75% 74% 90% 83% 91% 88% 67%
Avg Max Increase   7.53% 10.52% 10.34% 10.51% 8.23% 9.02% 10.13% 13.35% 10.25% 7.83% 6.83%
Max Increase   21.40% 28.35% 23.37% 42.04% 28.68% 24.91% 24.98% 74.87% 38.50% 21.61% 18.25%
Avg Days To Max Increase   15 14 14 17 17 15 18 18 14 13 18
Avg Max Decline   -1.51% -1.52% -1.82% -2.10% -2.28% -1.54% -3.35% -2.32% -2.87% -2.89% -1.66%
Max Decline   -6.64% -5.08% -12.74% -8.02% -11.13% -5.77% -15.93% -8.30% -14.50% -13.85% -2.99%
Avg Days to Max Decline   8 6 8 5 8 4 12 8 7 5 3
2018 Contract Condition   Yes Yes   Yes Yes Yes Yes   Yes Yes  
Action   Yes No   Yes Yes 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   33 35 36 38 40 40 40 40 40 40 40
Closed Lower   17 18 18 12 16 21 20 16 17 16 25
Penetrated Low   13 11 10 8 9 15 15 9 12 14 19
Scenario Percentage   76% 61% 56% 67% 56% 71% 75% 56% 71% 88% 76%
Avg Max Decline   11.03% 10.32% 5.79% 7.08% 7.71% 8.17% 9.16% 9.52% 12.01% 11.46% 10.26%
Max Decline   22.55% 34.29% 19.09% 14.29% 20.65% 18.72% 27.10% 24.22% 41.23% 43.86% 21.31%
Avg Days To Max Decline   18 16 9 9 18 18 18 17 16 14 18
Avg Max Increase   -4.04% -1.57% -1.76% -2.62% -3.87% -1.05% -2.03% -3.45% -1.99% -4.00% -2.26%
Max Increase   -9.89% -6.11% -10.40% -5.70% -6.95% -6.42% -7.66% -19.25% -5.86% -20.44% -6.10%
Avg Days to Max Increase   9 4 9 4 18 4 9 15 12 8 4
2018 Contract Condition       Yes         Yes     Yes
Action       No         No     Yes
High 190.90 196.18 204.86 203.40 204.46 215.84 229.71 223.89 225.35 226.80 236.90 245.41
Low 180.73 183.25 194.37 181.83 185.47 194.81 208.65 208.74 206.72 208.57 219.63 223.14
Close/Last 186.38 195.47 201.02 190.25 201.67 213.81 221.31 223.19 215.34 224.75 235.26 225.14

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