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 May Lean Hogs(CME) as of Jan 01, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   10 11 11 11 11 11 11 11 11 11 11
Closed Higher   5 8 5 7 7 10 3 7 6 5 6
Exceeded High   5 7 5 6 5 9 3 7 5 5 6
Scenario Percentage   100% 88% 100% 86% 71% 90% 100% 100% 83% 100% 100%
Avg Max Increase   7.58% 4.71% 4.67% 7.75% 6.58% 4.00% 5.95% 4.55% 8.41% 8.06% 5.07%
Max Increase   17.80% 7.45% 7.33% 16.19% 15.29% 14.81% 10.89% 14.19% 20.78% 20.55% 11.59%
Avg Days To Max Increase   12 20 12 26 21 20 17 16 15 8 8
Avg Max Decline   -0.19% -2.50% -0.91% -2.61% -1.76% -4.65% -3.10% -2.15% -2.11% -2.73% -0.80%
Max Decline   -1.50% -3.35% -2.17% -5.45% -3.84% -9.21% -5.91% -5.63% -3.95% -3.83% -2.24%
Avg Days to Max Decline   3 12 7 10 8 17 14 17 9 5 2
2012 Contract Condition   Yes Yes   Yes Yes Yes   Yes Yes    
Action   Yes Yes   Yes No No   Yes No    
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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   10 11 11 11 11 11 11 11 11 11 11
Closed Lower   5 3 6 4 4 1 7 4 5 6 5
Penetrated Low   3 3 3 3 1 1 5 4 5 5 5
Scenario Percentage   60% 100% 50% 75% 25% 100% 71% 100% 100% 83% 100%
Avg Max Decline   7.31% 8.69% 6.79% 5.22% 4.40% 8.32% 7.71% 6.38% 11.47% 11.00% 4.90%
Max Decline   17.13% 12.24% 13.95% 10.95% 4.40% 8.32% 14.53% 9.08% 19.48% 27.76% 6.09%
Avg Days To Max Decline   14 13 14 18 28 26 10 18 17 6 5
Avg Max Increase   -3.20% -0.42% -1.39% -2.79% -3.28% -0.45% -1.04% -1.33% -1.45% -1.21% -0.49%
Max Increase   -6.90% -0.98% -3.18% -4.93% -3.28% -0.45% -3.47% -4.41% -4.13% -2.80% -1.85%
Avg Days to Max Increase   21 2 6 3 40 1 7 17 10 4 1
2012 Contract Condition       Yes       Yes     Yes Yes
Action       No       No     Yes Yes
High 92.000 94.300 95.750 96.700 97.500 99.900 99.600 98.800 96.980 99.000 98.600 94.500
Low 87.325 88.500 91.350 92.450 93.225 96.225 94.975 91.385 93.400 96.200 90.530 83.385
Close/Last 89.750 91.250 95.650 94.500 97.250 98.300 99.150 94.835 96.850 97.750 91.930 83.680

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