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 December Wheat(KCBT) as of Dec 30, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   34 39 39 40 41 41 41 41 41 41 41
Closed Higher   18 17 17 18 19 14 19 18 25 23 20
Exceeded High   12 9 15 13 12 8 14 11 22 14 11
Scenario Percentage   67% 53% 88% 72% 63% 57% 74% 61% 88% 61% 55%
Avg Max Increase   10.75% 14.58% 10.11% 14.11% 16.29% 19.66% 14.43% 11.74% 7.11% 8.01% 4.17%
Max Increase   36.74% 37.67% 34.95% 40.64% 35.83% 63.13% 47.21% 30.80% 18.11% 16.18% 9.92%
Avg Days To Max Increase   19 16 14 14 17 16 22 14 16 8 6
Avg Max Decline   -1.46% -3.02% -2.92% -1.98% -1.97% -1.84% -2.66% -1.14% -1.61% -3.09% -0.85%
Max Decline   -4.43% -9.63% -6.36% -9.64% -6.20% -6.87% -8.20% -5.43% -4.45% -11.19% -1.87%
Avg Days to Max Decline   8 12 13 4 6 5 11 6 5 9 2
2016 Contract Condition   Yes   Yes           Yes    
Action   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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   34 39 39 40 41 41 41 41 41 41 41
Closed Lower   16 22 22 22 22 27 22 23 16 18 21
Penetrated Low   14 19 17 20 21 23 18 15 13 13 14
Scenario Percentage   88% 86% 77% 91% 95% 85% 82% 65% 81% 72% 67%
Avg Max Decline   6.57% 5.50% 6.19% 6.58% 8.80% 8.49% 8.80% 8.42% 8.31% 8.02% 5.83%
Max Decline   12.15% 14.83% 18.60% 22.51% 19.95% 20.10% 21.33% 36.72% 25.42% 15.75% 15.97%
Avg Days To Max Decline   19 18 18 19 20 16 16 17 16 14 9
Avg Max Increase   -1.92% -2.98% -2.47% -3.43% -3.22% -2.14% -3.22% -1.51% -1.94% -2.56% -0.82%
Max Increase   -5.80% -13.04% -6.90% -23.37% -19.82% -7.08% -16.86% -6.08% -6.85% -8.90% -2.24%
Avg Days to Max Increase   10 15 12 10 10 7 7 4 7 5 2
2016 Contract Condition     Yes   Yes Yes Yes Yes Yes   Yes Yes
Action     Yes   Yes Yes Yes Yes No   Yes Yes
High 547.50 534.00 526.00 532.00 545.00 518.25 535.50 458.00 449.75 425.75 428.25 422.00
Low 519.50 505.25 493.50 491.75 488.00 483.50 440.00 424.00 395.00 398.50 397.00 390.50
Close/Last 523.75 525.25 501.25 521.00 518.25 487.25 447.75 436.00 397.50 415.50 414.75 391.25

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!!!