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 May Coffee "C"(ICE) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 34 35 35 36 36 36 36 36 36 36 36
Closed Higher 7 11 21 13 18 21 22 17 17 20 19
Exceeded High 4 9 15 10 14 16 18 12 13 13 13
Scenario Percentage 57% 82% 71% 77% 78% 76% 82% 71% 76% 65% 68%
Avg Max Increase 16.82% 9.16% 10.60% 14.29% 16.60% 16.34% 15.24% 17.11% 15.19% 17.24% 8.87%
Max Increase 52.27% 18.80% 34.78% 31.13% 49.58% 59.01% 54.25% 55.24% 38.73% 56.93% 44.70%
Avg Days To Max Increase 16 13 16 20 20 14 16 15 16 14 12
Avg Max Decline -9.02% -4.64% -2.17% -2.01% -1.41% -1.35% -2.14% -1.07% -1.77% -3.31% -1.58%
Max Decline -19.24% -11.02% -6.57% -11.68% -8.71% -4.56% -10.28% -5.39% -10.29% -10.02% -4.67%
Avg Days to Max Decline 15 9 9 6 7 4 9 5 6 8 4
2009 Contract Condition Yes   Yes         Yes   Yes  
Action No   No         No   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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 34 35 35 36 36 36 36 36 36 36 36
Closed Lower 27 24 14 23 17 15 14 19 19 16 17
Penetrated Low 24 14 11 17 12 12 13 18 16 12 14
Scenario Percentage 89% 58% 79% 74% 71% 80% 93% 95% 84% 75% 82%
Avg Max Decline 10.48% 11.00% 10.96% 9.44% 10.45% 9.23% 8.44% 8.17% 9.27% 8.79% 19.62%
Max Decline 25.57% 24.09% 21.08% 22.57% 22.97% 19.21% 23.36% 21.33% 18.44% 16.20% 81.92%
Avg Days To Max Decline 16 20 18 14 16 12 15 16 16 11 13
Avg Max Increase -3.14% -4.67% -4.59% -1.83% -2.17% -2.46% -3.80% -2.89% -3.31% -2.78% -3.04%
Max Increase -29.07% -10.82% -13.33% -9.18% -4.59% -9.74% -15.02% -9.96% -10.16% -7.01% -12.68%
Avg Days to Max Increase 9 15 10 5 8 6 9 8 11 8 5
2009 Contract Condition   Yes   Yes Yes Yes Yes   Yes   Yes
Action   Yes   Yes Yes Yes No   Yes   Not Yet
High 165.25 165.25 158.00 154.00 139.00 125.95 118.50 125.50 124.25 119.20 120.30
Low 142.55 144.30 142.05 136.20 113.10 113.45 105.00 108.35 110.05 104.35 110.80
Close/Last 162.35 149.10 151.75 137.60 120.65 118.60 114.30 121.10 111.90 115.75 115.00

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