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 October Live Cattle(CME) as of Jan 21, 2022
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 Sep
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   31 32 29 29 24 23 19 23 28 17 27
Exceeded High   28 27 26 23 20 16 15 22 24 16 22
Scenario Percentage   90% 84% 90% 79% 83% 70% 79% 96% 86% 94% 81%
Avg Max Increase   3.62% 3.77% 4.10% 5.14% 5.26% 4.99% 5.94% 5.37% 4.78% 6.50% 4.61%
Max Increase   9.11% 9.77% 11.76% 15.73% 20.35% 13.11% 12.73% 17.31% 13.64% 25.05% 18.26%
Avg Days To Max Increase   20 18 17 18 16 14 17 18 16 13 17
Avg Max Decline   -1.34% -0.72% -1.09% -1.15% -1.33% -1.07% -2.04% -1.91% -2.16% -1.59% -0.70%
Max Decline   -3.97% -1.71% -3.37% -5.63% -5.37% -3.85% -4.81% -4.99% -8.40% -6.73% -3.21%
Avg Days to Max Decline   9 10 8 7 8 8 10 9 7 12 4
2021 Contract Condition   Yes Yes Yes Yes Yes   Yes Yes      
Action   Yes Yes Yes Yes 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 Sep
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   14 13 16 16 21 22 26 22 16 28 18
Penetrated Low   11 4 12 11 17 15 19 15 14 20 14
Scenario Percentage   79% 31% 75% 69% 81% 68% 73% 68% 88% 71% 78%
Avg Max Decline   4.33% 6.03% 6.78% 7.53% 5.44% 4.89% 5.23% 6.56% 6.43% 6.00% 3.76%
Max Decline   12.82% 8.28% 21.12% 21.06% 12.44% 10.46% 14.26% 15.45% 14.56% 16.39% 12.03%
Avg Days To Max Decline   17 17 20 16 16 17 21 22 18 10 10
Avg Max Increase   -0.98% -1.48% -1.33% -0.71% -1.13% -1.64% -1.69% -2.61% -2.52% -1.78% -1.17%
Max Increase   -3.67% -2.12% -3.63% -2.81% -4.38% -6.72% -3.98% -6.56% -4.84% -4.87% -5.55%
Avg Days to Max Increase   6 13 7 6 6 8 9 15 10 7 2
2021 Contract Condition             Yes     Yes Yes Yes
Action             Yes     Yes Yes Yes
High 112.585 115.600 117.680 122.250 122.335 125.500 127.250 126.750 130.485 129.930 132.850 128.180
Low 105.200 109.450 113.230 115.585 119.030 119.450 120.300 121.150 119.835 124.050 125.835 120.350
Close/Last 110.180 114.550 117.600 119.530 120.635 125.230 122.900 123.700 128.150 127.200 126.900 120.585

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy