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 Orange Juice(ICE) as of Jan 01, 2009
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 37 39 41 42 42 42 42 42 42 42
Closed Higher   9 15 12 20 20 24 14 24 24 24 22
Exceeded High   5 7 10 13 15 15 11 18 21 17 13
Scenario Percentage   56% 47% 83% 65% 75% 63% 79% 75% 88% 71% 59%
Avg Max Increase   13.29% 8.52% 10.06% 12.37% 11.91% 8.68% 9.80% 9.72% 13.22% 13.22% 5.30%
Max Increase   26.07% 15.60% 22.94% 28.65% 34.71% 18.79% 19.25% 39.93% 41.81% 40.93% 15.03%
Avg Days To Max Increase   16 20 18 17 16 15 16 16 17 7 6
Avg Max Decline   -2.09% -2.88% -1.20% -2.57% -0.98% -2.59% -2.05% -2.22% -3.66% -1.33% -0.62%
Max Decline   -8.81% -7.76% -4.60% -11.58% -4.29% -8.41% -7.89% -7.01% -18.99% -4.47% -1.71%
Avg Days to Max Decline   4 4 8 14 5 12 8 9 12 3 1
2008 Contract Condition   Yes       Yes   Yes   Yes    
Action   No       No   Yes   No    
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 37 39 41 42 42 42 42 42 42 42
Closed Lower   24 22 27 21 22 17 28 17 17 18 20
Penetrated Low   22 15 21 16 18 12 22 11 12 13 4
Scenario Percentage   92% 68% 78% 76% 82% 71% 79% 65% 71% 72% 20%
Avg Max Decline   10.39% 8.86% 7.45% 8.17% 8.47% 11.12% 7.31% 10.73% 10.96% 9.99% 4.14%
Max Decline   24.62% 23.27% 15.75% 19.63% 22.22% 22.76% 13.29% 22.93% 26.83% 21.35% 7.17%
Avg Days To Max Decline   18 12 19 16 18 18 15 15 16 13 7
Avg Max Increase   -2.24% -1.71% -2.42% -2.36% -3.39% -3.11% -2.84% -2.67% -3.06% -1.87% -1.49%
Max Increase   -9.93% -3.88% -8.03% -10.57% -10.50% -20.66% -8.74% -7.83% -8.17% -4.77% -2.49%
Avg Days to Max Increase   11 5 6 12 14 10 10 14 12 3 2
2008 Contract Condition     Yes Yes Yes   Yes   Yes   Yes Yes
Action     Yes Yes Yes   Yes   Yes   Yes Not Yet
High 143.60 153.50 152.80 145.50 141.25 131.30 130.15 127.05 139.30 118.60 115.35 89.40
Low 131.85 137.70 138.50 130.15 116.85 118.10 111.10 113.00 109.65 99.65 85.20 72.10
Close/Last 136.40 149.45 144.70 136.85 118.75 125.80 115.45 125.75 110.55 112.15 89.20 76.20

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy