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, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   31 35 36 37 37 37 37 38 38 38 38
Closed Higher   18 14 19 20 14 14 16 19 14 18 22
Exceeded High   13 8 17 17 7 12 12 12 8 12 13
Scenario Percentage   72% 57% 89% 85% 50% 86% 75% 63% 57% 67% 59%
Avg Max Increase   7.10% 9.13% 10.95% 9.56% 14.98% 11.74% 15.79% 17.35% 21.29% 14.09% 5.14%
Max Increase   23.49% 25.57% 58.54% 36.91% 40.83% 36.57% 42.84% 38.40% 65.88% 36.72% 19.28%
Avg Days To Max Increase   17 19 16 16 18 15 15 17 18 14 7
Avg Max Decline   -2.18% -2.65% -2.46% -1.02% -3.26% -1.67% -2.00% -2.18% -1.72% -1.97% -0.10%
Max Decline   -9.41% -7.20% -8.32% -5.19% -10.33% -5.16% -10.29% -6.19% -8.46% -6.59% -1.27%
Avg Days to Max Decline   13 18 7 7 16 10 4 6 5 6 2
2013 Contract Condition   Yes Yes   Yes     Yes     Yes  
Action   Yes No   No     No     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   31 35 36 37 37 37 37 38 38 38 38
Closed Lower   12 20 16 17 23 22 20 19 24 20 16
Penetrated Low   9 15 14 16 20 17 17 18 21 16 5
Scenario Percentage   75% 75% 88% 94% 87% 77% 85% 95% 88% 80% 31%
Avg Max Decline   6.83% 5.88% 5.36% 6.11% 5.91% 6.16% 7.02% 8.90% 7.92% 6.70% 4.24%
Max Decline   14.78% 13.63% 12.10% 11.83% 15.47% 18.83% 23.52% 19.43% 20.03% 18.91% 10.20%
Avg Days To Max Decline   15 17 17 17 18 18 21 17 13 10 6
Avg Max Increase   -2.67% -1.26% -2.16% -1.82% -2.75% -2.84% -3.86% -2.08% -2.21% -2.66% -0.19%
Max Increase   -7.19% -3.87% -6.30% -5.24% -14.26% -8.67% -23.90% -6.46% -8.34% -17.83% -0.75%
Avg Days to Max Increase   10 10 11 10 14 11 9 9 5 5 2
2013 Contract Condition       Yes   Yes Yes   Yes Yes   Yes
Action       Yes   Yes Yes   Yes Yes   Not Yet
High 913.25 925.00 946.75 936.00 879.25 874.25 794.50 806.75 803.75 766.00 719.75 719.25
Low 852.25 863.50 888.00 846.00 816.25 755.75 740.50 723.50 738.50 686.25 685.00 690.50
Close/Last 894.50 915.25 926.00 859.75 867.50 773.00 743.75 798.00 760.00 691.00 706.75 700.75

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