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 Aug 18, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   40 44 45 45 45 45 45 45 45 45 45
Closed Higher   20 22 14 23 24 29 26 20 20 22 19
Exceeded High   16 12 10 18 16 26 14 16 15 14 13
Scenario Percentage   80% 55% 71% 78% 67% 90% 54% 80% 75% 64% 68%
Avg Max Increase   11.16% 14.75% 17.24% 12.95% 11.80% 7.12% 9.62% 7.13% 10.86% 10.30% 5.80%
Max Increase   28.55% 32.89% 59.08% 44.59% 30.20% 20.70% 19.00% 19.78% 51.59% 43.16% 30.73%
Avg Days To Max Increase   15 16 14 18 16 17 19 18 15 11 8
Avg Max Decline   -2.06% -1.93% -2.78% -1.87% -1.82% -1.68% -2.70% -2.36% -3.33% -1.22% -0.36%
Max Decline   -9.33% -5.63% -10.90% -7.25% -5.79% -5.38% -10.93% -5.26% -9.31% -3.76% -4.89%
Avg Days to Max Decline   5 6 6 6 6 5 13 13 8 4 2
2023 Contract Condition   Yes Yes     Yes Yes          
Action   Yes No     Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   40 44 45 45 45 45 45 45 45 45 45
Closed Lower   20 21 31 22 19 16 19 25 25 23 26
Penetrated Low   19 19 28 20 14 13 15 22 19 13 15
Scenario Percentage   95% 90% 90% 91% 74% 81% 79% 88% 76% 57% 58%
Avg Max Decline   5.90% 8.21% 8.25% 9.00% 9.10% 8.67% 8.61% 7.90% 7.02% 5.86% 3.83%
Max Decline   14.40% 15.14% 18.98% 19.54% 36.28% 25.24% 22.02% 20.74% 17.44% 13.39% 9.09%
Avg Days To Max Decline   19 19 15 15 17 19 16 16 17 14 8
Avg Max Increase   -3.00% -3.45% -2.14% -2.76% -0.98% -1.97% -2.63% -1.86% -2.55% -2.59% -1.58%
Max Increase   -23.13% -19.01% -6.85% -16.08% -5.18% -6.08% -8.47% -6.36% -7.70% -7.08% -5.67%
Avg Days to Max Increase   9 9 6 7 4 11 5 9 9 9 4
2023 Contract Condition       Yes Yes     Yes Yes Yes Yes Yes
Action       Yes Yes     Yes Yes Yes Yes Yes
High 1098.00 1178.50 1363.00 1204.00 1008.75 920.75 1004.50 1032.50 987.50 900.00 888.00 921.50
Low 874.00 1003.25 1090.00 966.00 826.75 811.75 865.25 915.00 884.25 821.75 803.25 813.00
Close/Last 1008.50 1108.50 1183.25 966.75 886.25 911.25 985.25 974.25 899.75 888.00 878.75 815.75

Banner

Login

Newsflash

When have all 4 metals, (gold, silver, platinum, copper) normally begun to rally into the new year? Find out now with MRCI's New Metals Special Report! Contains 72 seasonal & spread trading strategies to help you navigate these markets into 2023 & beyond. https://bit.ly/3sSeeHf