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 September 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 27 31 32 33 33 33 33 34 34 34 34
Closed Higher 14 12 17 18 13 14 14 17 12 14 20
Exceeded High 10 8 15 16 7 12 11 11 6 10 13
Scenario Percentage 71% 67% 88% 89% 54% 86% 79% 65% 50% 71% 65%
Avg Max Increase 6.40% 9.13% 11.16% 9.72% 14.98% 11.74% 17.01% 15.44% 13.29% 13.81% 5.49%
Max Increase 23.49% 25.57% 58.54% 36.91% 40.83% 36.57% 42.84% 31.67% 32.09% 38.95% 21.22%
Avg Days To Max Increase 15 19 17 17 18 15 16 17 20 14 8
Avg Max Decline -1.64% -2.65% -2.15% -1.06% -3.26% -1.67% -2.01% -1.90% -2.18% -2.04% -0.10%
Max Decline -4.31% -7.20% -7.38% -5.19% -10.33% -5.16% -10.29% -6.19% -8.46% -6.59% -1.27%
Avg Days to Max Decline 13 18 6 8 16 10 4 5 6 6 2
2009 Contract Condition     Yes     Yes   Yes      
Action     Yes     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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 27 31 32 33 33 33 33 34 34 34 34
Closed Lower 12 18 14 15 20 18 18 17 22 20 14
Penetrated Low 9 14 12 14 17 15 15 16 19 16 7
Scenario Percentage 75% 78% 86% 93% 85% 83% 83% 94% 86% 80% 50%
Avg Max Decline 6.83% 6.03% 4.44% 5.84% 5.00% 5.91% 5.88% 9.06% 8.60% 6.80% 14.38%
Max Decline 14.78% 13.63% 11.58% 11.83% 12.11% 18.83% 10.86% 19.43% 20.03% 18.91% 34.84%
Avg Days To Max Decline 15 17 18 15 19 19 21 18 14 10 11
Avg Max Increase -2.67% -1.08% -1.91% -1.56% -2.90% -3.19% -3.95% -2.21% -2.07% -2.66% -0.56%
Max Increase -7.19% -3.45% -6.30% -5.24% -14.26% -8.67% -23.90% -6.46% -8.34% -17.83% -2.91%
Avg Days to Max Increase 10 11 10 10 15 13 9 9 5 5 4
2009 Contract Condition Yes Yes   Yes Yes   Yes   Yes Yes Yes
Action Yes Yes   Yes Yes   Yes   Yes Yes Yes
High 760.00 667.25 665.00 702.25 636.25 632.00 635.25 706.50 737.50 587.00 586.75
Low 586.25 579.25 530.50 610.75 571.50 559.00 573.50 595.00 562.75 542.00 487.50
Close/Last 622.50 614.25 663.00 634.00 577.75 595.50 595.25 697.75 580.00 559.25 505.00

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!