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 March Japanese Yen(CME) as of Jan 01, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   26 29 31 37 37 38 38 38 38 38 38
Closed Higher   12 11 14 17 21 21 17 17 19 15 21
Exceeded High   8 9 9 15 17 17 14 13 14 11 13
Scenario Percentage   67% 82% 64% 88% 81% 81% 82% 76% 74% 73% 62%
Avg Max Increase   3.67% 3.47% 4.08% 4.14% 5.93% 6.88% 4.60% 4.87% 3.77% 4.46% 3.21%
Max Increase   7.46% 6.77% 5.90% 9.66% 22.51% 19.42% 13.74% 9.66% 12.81% 10.77% 9.86%
Avg Days To Max Increase   15 17 16 18 19 18 18 20 14 10 9
Avg Max Decline   -0.54% -1.49% -0.97% -1.50% -0.95% -0.65% -1.57% -1.01% -0.99% -0.69% -0.42%
Max Decline   -1.33% -3.16% -2.63% -3.75% -3.68% -2.92% -6.60% -3.45% -4.19% -2.12% -1.88%
Avg Days to Max Decline   9 8 6 10 13 9 9 7 10 5 2
2014 Contract Condition       Yes Yes           Yes Yes
Action       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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   26 29 31 37 37 38 38 38 38 38 38
Closed Lower   14 18 17 20 16 17 21 21 19 23 17
Penetrated Low   10 13 12 14 13 16 18 19 18 20 13
Scenario Percentage   71% 72% 71% 70% 81% 94% 86% 90% 95% 87% 76%
Avg Max Decline   5.82% 4.33% 3.91% 3.65% 3.87% 4.00% 4.14% 4.02% 3.92% 3.23% 3.04%
Max Decline   13.48% 8.05% 14.90% 16.01% 7.87% 11.04% 8.76% 10.31% 9.71% 6.39% 4.89%
Avg Days To Max Decline   20 17 16 15 16 19 20 13 14 12 10
Avg Max Increase   -0.34% -0.73% -0.59% -1.12% -0.78% -0.97% -1.50% -0.89% -0.61% -1.21% -0.18%
Max Increase   -1.54% -1.72% -1.98% -3.44% -1.62% -2.39% -6.01% -3.08% -2.09% -4.28% -1.54%
Avg Days to Max Increase   5 9 6 8 7 10 7 8 3 7 2
2014 Contract Condition   Yes Yes     Yes Yes Yes Yes Yes    
Action   Yes No     Yes Yes Yes Yes Yes    
High 108.36 108.07 102.95 106.43 102.46 103.98 102.62 103.58 102.50 98.45 98.22 99.27
Low 104.12 100.41 97.10 99.56 99.02 100.66 99.69 101.14 97.53 94.89 94.86 97.25
Close/Last 106.68 102.83 99.56 101.06 102.46 102.01 101.94 101.79 97.67 95.03 97.75 98.25

Banner

Login

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!