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 Jan 01, 2018
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   43 44 44 44 44 44 44 44 44 44 44
Closed Higher   24 17 21 24 25 23 19 23 20 18 15
Exceeded High   17 14 17 19 20 16 14 17 15 9 4
Scenario Percentage   71% 82% 81% 79% 80% 70% 74% 74% 75% 50% 27%
Avg Max Increase   10.70% 13.63% 15.26% 14.18% 14.49% 17.88% 14.93% 19.41% 21.20% 22.75% 15.77%
Max Increase   34.47% 30.79% 52.19% 59.47% 48.77% 63.89% 33.85% 82.60% 115.64% 109.13% 38.87%
Avg Days To Max Increase   16 18 19 15 16 13 19 21 17 10 12
Avg Max Decline   -2.04% -2.19% -1.54% -1.50% -2.00% -1.37% -2.44% -3.77% -3.20% -2.05% -1.53%
Max Decline   -11.20% -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   9 5 6 6 9 6 10 9 8 5 3
2017 Contract Condition     Yes Yes     Yes          
Action     Yes Yes     No          
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   43 44 44 44 44 44 44 44 44 44 44
Closed Lower   19 27 22 20 19 21 25 21 24 26 29
Penetrated Low   15 18 17 17 16 20 21 18 19 22 21
Scenario Percentage   79% 67% 77% 85% 84% 95% 84% 86% 79% 85% 72%
Avg Max Decline   9.35% 9.42% 9.42% 8.73% 8.60% 9.06% 9.07% 8.92% 14.84% 11.74% 7.42%
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   19 12 16 15 16 16 16 21 20 14 11
Avg Max Increase   -4.31% -2.38% -2.04% -2.34% -3.93% -3.24% -2.59% -5.22% -3.95% -3.67% -1.59%
Max Increase   -12.46% -12.35% -5.96% -9.62% -14.70% -9.71% -10.04% -16.15% -10.75% -10.42% -8.26%
Avg Days to Max Increase   10 7 8 5 8 8 9 14 11 8 3
2017 Contract Condition   Yes     Yes Yes   Yes Yes Yes Yes Yes
Action   No     Yes No   Yes Yes Yes Yes Not Yet
High 162.40 154.50 167.25 174.10 183.50 155.65 161.55 156.15 148.75 146.40 137.75 130.00
Low 148.25 144.90 153.30 152.35 154.95 137.50 139.15 142.75 138.55 128.65 127.15 113.00
Close/Last 155.50 153.65 158.45 171.45 155.05 141.70 154.35 144.90 141.65 133.40 129.35 124.05

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