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 March Wheat(KCBT) 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 27 32 33 33 33 33 33 33 33 33 33
Closed Higher 12 17 10 17 17 20 18 17 17 15 15
Exceeded High 10 10 7 13 13 18 9 14 11 11 9
Scenario Percentage 83% 59% 70% 76% 76% 90% 50% 82% 65% 73% 60%
Avg Max Increase 12.22% 14.46% 10.79% 13.55% 11.08% 6.71% 6.95% 6.49% 10.97% 10.14% 2.75%
Max Increase 28.55% 29.24% 25.61% 44.59% 30.20% 12.99% 19.00% 19.78% 51.59% 43.16% 6.33%
Avg Days To Max Increase 15 17 16 20 15 18 15 17 16 11 7
Avg Max Decline -1.81% -1.85% -2.56% -2.10% -1.22% -1.17% -1.64% -1.99% -2.99% -1.15% -1.09%
Max Decline -9.33% -5.63% -6.34% -7.25% -5.41% -3.57% -4.78% -4.18% -6.28% -3.76% -4.89%
Avg Days to Max Decline 4 6 7 7 6 5 10 13 8 4 2
2009 Contract Condition     Yes           Yes    
Action     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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 27 32 33 33 33 33 33 33 33 33 33
Closed Lower 15 14 23 16 14 13 15 16 16 18 18
Penetrated Low 14 13 20 14 9 10 11 14 11 11 10
Scenario Percentage 93% 93% 87% 88% 64% 77% 73% 88% 69% 61% 56%
Avg Max Decline 5.51% 7.93% 7.66% 7.85% 11.74% 10.12% 8.14% 8.28% 4.79% 5.21% 11.67%
Max Decline 9.33% 13.59% 18.98% 20.69% 36.28% 25.24% 22.02% 20.74% 14.49% 13.39% 35.75%
Avg Days To Max Decline 20 20 14 15 20 23 18 19 15 17 14
Avg Max Increase -2.01% -2.10% -1.79% -2.60% -1.44% -2.25% -2.46% -1.78% -2.31% -1.71% -2.57%
Max Increase -7.16% -5.83% -6.85% -16.08% -5.88% -6.70% -8.47% -6.36% -7.70% -3.79% -6.02%
Avg Days to Max Increase 7 10 5 7 4 11 5 12 7 10 5
2009 Contract Condition Yes Yes   Yes Yes Yes Yes Yes   Yes Yes
Action Yes No   Yes Yes Yes Yes Yes   Yes Yes
High 1072.00 925.75 1043.50 957.00 1001.75 850.75 736.00 640.50 636.00 670.00 604.50
Low 877.00 833.00 837.00 852.75 830.00 725.00 548.00 548.00 501.00 579.50 541.50
Close/Last 888.00 849.00 942.00 863.00 860.00 733.00 590.50 581.50 630.00 601.00 552.00

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