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 Jul 07, 2025
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   12 20 24 17 22 24 22 24 19 19 24
Exceeded High   9 16 18 15 18 20 15 16 14 12 14
Scenario Percentage   75% 80% 75% 88% 82% 83% 68% 67% 74% 63% 58%
Avg Max Increase   15.15% 9.01% 10.22% 15.50% 16.66% 14.14% 15.17% 18.88% 12.27% 17.85% 8.35%
Max Increase   52.27% 20.02% 34.78% 31.13% 49.58% 59.01% 54.25% 64.90% 35.71% 56.93% 44.70%
Avg Days To Max Increase   17 12 16 19 18 16 18 13 18 15 10
Avg Max Decline   -3.57% -4.64% -2.69% -3.33% -2.02% -2.12% -3.07% -1.62% -4.88% -3.99% -1.16%
Max Decline   -18.78% -11.02% -11.57% -11.68% -8.71% -8.64% -10.28% -7.04% -12.36% -14.36% -4.67%
Avg Days to Max Decline   8 10 10 8 7 4 11 5 15 8 3
2025 Contract Condition   Yes Yes Yes Yes   Yes   Yes Yes Yes Yes
Action   Yes Yes Yes Yes   Yes   Yes No 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   33 25 21 28 23 21 23 21 26 26 21
Penetrated Low   29 17 17 21 19 18 19 20 21 19 11
Scenario Percentage   88% 68% 81% 75% 83% 86% 83% 95% 81% 73% 52%
Avg Max Decline   9.67% 9.27% 7.80% 9.42% 9.38% 9.43% 8.76% 8.73% 9.14% 8.05% 6.04%
Max Decline   25.57% 18.75% 21.08% 25.48% 22.97% 19.21% 23.36% 21.80% 18.44% 18.02% 11.82%
Avg Days To Max Decline   16 21 18 12 15 15 16 18 16 13 10
Avg Max Increase   -3.38% -5.68% -5.26% -2.25% -2.25% -2.69% -4.68% -3.29% -2.91% -3.39% -1.42%
Max Increase   -29.07% -17.80% -13.33% -12.92% -5.69% -9.74% -15.02% -12.36% -10.16% -10.87% -5.25%
Avg Days to Max Increase   9 14 11 6 8 6 10 8 8 8 2
2025 Contract Condition           Yes   Yes        
Action           Yes   No        
High 232.35 232.50 246.70 254.20 269.80 266.25 332.50 345.70 375.30 429.95 418.55 427.80
Low 189.15 213.40 213.35 217.25 232.50 240.20 239.65 288.25 312.05 366.30 373.25 325.20
Close/Last 217.45 220.95 224.80 239.85 265.25 244.45 315.50 314.85 371.35 373.05 379.75 413.60

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?

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!