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 Orange Juice(ICE) as of Dec 06, 2024
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 Jun
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 20 20 28 15 17 18 30 17 31 18
Exceeded High   18 16 18 17 10 7 15 23 12 18 12
Scenario Percentage   78% 80% 90% 61% 67% 41% 83% 77% 71% 58% 67%
Avg Max Increase   11.82% 13.94% 9.27% 13.99% 13.82% 13.23% 11.55% 12.44% 14.57% 8.40% 5.35%
Max Increase   41.65% 43.02% 24.27% 62.51% 28.36% 23.78% 31.32% 37.82% 36.23% 24.06% 9.31%
Avg Days To Max Increase   17 14 16 14 15 23 17 19 22 9 7
Avg Max Decline   -2.67% -1.12% -1.30% -1.91% -1.48% -2.04% -2.07% -4.09% -2.92% -3.03% -0.56%
Max Decline   -17.24% -7.60% -6.21% -6.31% -10.29% -8.26% -9.63% -15.50% -10.98% -10.31% -2.77%
Avg Days to Max Decline   13 6 7 10 7 6 6 12 6 8 2
2024 Contract Condition   Yes Yes Yes Yes   Yes Yes Yes Yes Yes  
Action   Yes Yes Yes No   Yes No Yes Yes Not Yet  
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 Jun
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 25 25 17 30 28 27 15 28 14 27
Penetrated Low   18 20 19 11 25 18 20 12 20 7 10
Scenario Percentage   86% 80% 76% 65% 83% 64% 74% 80% 71% 50% 37%
Avg Max Decline   8.66% 7.92% 7.98% 11.64% 11.04% 9.30% 9.33% 12.82% 9.09% 10.61% 3.76%
Max Decline   23.73% 18.33% 19.61% 21.05% 24.38% 23.76% 23.12% 39.88% 31.55% 21.50% 7.62%
Avg Days To Max Decline   18 17 22 23 19 14 19 21 17 13 6
Avg Max Increase   -2.07% -0.79% -3.48% -3.19% -3.04% -1.97% -4.75% -2.73% -4.39% -2.85% -2.28%
Max Increase   -7.36% -3.70% -17.43% -14.46% -12.91% -7.85% -13.42% -11.56% -14.22% -7.11% -10.59%
Avg Days to Max Increase   10 5 19 11 8 7 10 12 9 6 2
2024 Contract Condition           Yes           Yes
Action           Yes           Not Yet
High 258.75 290.00 309.95 373.85 388.70 364.95 347.05 383.70 370.50 378.00 495.25 473.60
Low 226.05 252.20 291.35 306.70 331.70 312.00 291.55 330.70 342.75 351.75 360.35 406.05
Close/Last 255.35 287.35 308.20 348.70 368.20 312.30 345.65 353.80 359.35 363.55 437.20 432.70

Banner

Newsflash

Its stability & liquidity make it a trader’s dream. With 2025’s geopolitical storms brewing, MRCI’s Brent Oil Report shows you how to ride seasonal waves as you manage risk. Intrigued?