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 Japanese Yen(CME) as of Dec 31, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   25 28 30 34 34 34 34 34 34 34 34
Closed Higher   8 15 13 15 13 15 14 19 19 17 16
Exceeded High   6 11 9 11 12 10 12 15 17 13 6
Scenario Percentage   75% 73% 69% 73% 92% 67% 86% 79% 89% 76% 38%
Avg Max Increase   5.29% 6.49% 4.74% 4.50% 4.86% 4.54% 4.92% 6.17% 6.88% 3.76% 3.18%
Max Increase   9.98% 19.83% 10.37% 9.71% 15.49% 10.93% 9.83% 22.99% 19.82% 11.98% 8.50%
Avg Days To Max Increase   18 16 19 14 17 15 19 16 18 13 7
Avg Max Decline   -1.65% -0.45% -1.16% -0.79% -1.41% -1.02% -1.45% -1.11% -0.60% -0.84% -0.47%
Max Decline   -5.83% -2.89% -3.18% -3.93% -3.98% -2.69% -3.75% -3.55% -3.05% -2.57% -1.02%
Avg Days to Max Decline   13 6 4 8 7 9 11 11 8 4 1
2010 Contract Condition   Yes Yes     Yes Yes Yes Yes Yes Yes  
Action   Yes Yes     Yes 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   25 28 30 34 34 34 34 34 34 34 34
Closed Lower   17 13 17 18 21 19 20 15 15 17 18
Penetrated Low   15 10 13 16 17 15 15 11 14 14 13
Scenario Percentage   88% 77% 76% 89% 81% 79% 75% 73% 93% 82% 72%
Avg Max Decline   4.03% 5.39% 3.55% 4.24% 4.46% 4.40% 3.45% 4.15% 4.01% 2.99% 1.44%
Max Decline   9.63% 11.00% 9.36% 13.47% 8.06% 15.07% 16.03% 8.34% 11.20% 8.39% 2.49%
Avg Days To Max Decline   22 12 15 16 19 18 15 16 17 9 5
Avg Max Increase   -1.28% -0.52% -1.04% -0.53% -0.92% -0.81% -1.35% -0.82% -0.89% -1.19% 0.11%
Max Increase   -3.84% -3.98% -3.03% -2.76% -1.92% -2.47% -3.61% -2.28% -2.67% -2.90% -0.45%
Avg Days to Max Increase   11 4 13 6 11 6 10 7 7 6 2
2010 Contract Condition       Yes Yes             Yes
Action       Yes Yes             Yes
High 116.38 111.82 112.80 113.38 109.30 113.82 113.50 116.41 119.73 120.77 124.50 124.66
Low 107.94 107.83 109.20 107.25 105.88 105.61 108.27 112.46 115.49 116.48 119.13 118.49
Close/Last 107.94 111.10 112.80 107.25 106.77 110.57 113.36 115.96 119.09 120.01 124.29 119.59

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