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 July Coffee "C"(ICE) 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   36 37 37 37 37 37 37 37 37 37 37
Closed Higher   21 14 19 22 23 19 17 22 17 17 11
Exceeded High   14 11 15 18 19 14 12 17 14 8 2
Scenario Percentage   67% 79% 79% 82% 83% 74% 71% 77% 82% 47% 18%
Avg Max Increase   11.01% 13.54% 15.59% 14.28% 14.39% 14.42% 14.83% 19.41% 22.50% 22.36% 22.49%
Max Increase   34.47% 30.79% 52.19% 59.47% 48.77% 49.16% 33.85% 82.60% 115.64% 109.13% 38.87%
Avg Days To Max Increase   17 21 20 14 16 14 18 21 18 9 11
Avg Max Decline   -1.51% -2.03% -1.32% -1.34% -1.87% -1.60% -1.68% -3.77% -3.35% -2.24% -2.35%
Max Decline   -5.27% -11.27% -8.11% -6.12% -9.98% -6.44% -9.36% -12.47% -12.38% -6.90% -3.16%
Avg Days to Max Decline   8 5 7 6 8 6 7 9 9 5 3
2010 Contract Condition     Yes Yes Yes       Yes     Yes
Action     Yes Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   36 37 37 37 37 37 37 37 37 37 37
Closed Lower   15 23 18 15 14 18 20 15 20 20 26
Penetrated Low   12 15 13 13 13 17 16 13 15 16 20
Scenario Percentage   80% 65% 72% 87% 93% 94% 80% 87% 75% 80% 77%
Avg Max Decline   9.94% 9.99% 9.60% 8.44% 7.79% 8.02% 8.98% 8.73% 15.57% 12.88% 7.45%
Max Decline   21.21% 21.65% 22.76% 18.17% 22.75% 21.57% 17.07% 17.14% 35.43% 28.60% 25.02%
Avg Days To Max Decline   16 13 15 12 15 18 17 20 22 13 11
Avg Max Increase   -4.05% -1.17% -1.79% -2.18% -2.95% -3.00% -2.95% -5.20% -3.82% -3.83% -1.69%
Max Increase   -12.46% -7.39% -4.32% -9.62% -14.70% -9.71% -10.04% -16.15% -10.75% -10.42% -8.26%
Avg Days to Max Increase   9 5 8 6 7 9 11 14 13 9 4
2010 Contract Condition   Yes       Yes Yes Yes   Yes Yes  
Action   Yes       Yes Yes No   No Not Yet  
High 137.65 147.50 144.55 151.00 150.00 152.15 150.00 139.15 140.65 141.45 138.70 175.00
Low 123.25 127.00 126.85 133.35 136.80 139.05 135.00 130.00 130.50 130.20 130.25 132.55
Close/Last 137.65 128.95 134.45 142.10 145.20 139.05 135.10 132.90 137.85 135.30 134.25 164.20

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