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(MGE) as of Jan 01, 2007
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 21 24 26 26 26 26 26 26 26 26 26
Closed Higher 10 9 12 14 11 7 13 13 12 13 10
Exceeded High 8 8 10 10 7 3 9 9 10 9 5
Scenario Percentage 80% 89% 83% 71% 64% 43% 69% 69% 83% 69% 50%
Avg Max Increase 6.09% 11.48% 9.20% 13.51% 15.35% 15.31% 12.23% 11.28% 9.02% 6.51% 4.48%
Max Increase 12.35% 35.17% 31.40% 46.52% 31.28% 31.93% 36.88% 19.13% 30.27% 23.47% 7.42%
Avg Days To Max Increase 17 14 11 16 18 21 22 17 19 13 14
Avg Max Decline -1.45% -2.85% -0.89% -1.17% -2.78% -2.00% -3.31% -1.50% -1.33% -2.47% -2.10%
Max Decline -3.46% -8.55% -3.83% -6.73% -7.76% -6.81% -9.68% -3.94% -3.76% -5.17% -5.06%
Avg Days to Max Decline 9 10 8 4 8 5 9 13 6 11 2
2006 Contract Condition Yes Yes   Yes Yes Yes       Yes Yes
Action Yes Yes   Yes Yes Yes       Not Yet 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 21 24 26 26 26 26 26 26 26 26 26
Closed Lower 10 14 14 12 15 19 13 13 13 13 16
Penetrated Low 7 10 12 10 15 16 12 10 11 11 11
Scenario Percentage 70% 71% 86% 83% 100% 84% 92% 77% 85% 85% 69%
Avg Max Decline 3.99% 4.25% 4.29% 4.95% 7.45% 8.58% 6.74% 5.69% 5.90% 5.82% 11.03%
Max Decline 7.08% 10.98% 8.43% 9.41% 16.20% 20.77% 12.67% 13.97% 10.91% 18.25% 34.05%
Avg Days To Max Decline 19 16 18 18 19 16 14 17 20 14 13
Avg Max Increase -1.20% -1.84% -2.32% -3.73% -2.54% -2.38% -1.82% -1.73% -2.23% -2.26% -2.09%
Max Increase -1.83% -4.25% -13.20% -12.23% -8.34% -7.13% -6.39% -5.36% -5.20% -5.23% -7.06%
Avg Days to Max Increase 11 12 11 10 9 6 5 6 16 11 5
2006 Contract Condition     Yes       Yes Yes Yes    
Action     No       Yes Yes No    
High 415.00 450.00 449.50 454.00 501.00 499.75 536.00 497.00 479.50 538.00 524.75
Low 383.50 404.00 406.50 418.50 431.00 445.50 478.00 447.00 438.00 465.00 487.50
Close/Last 409.25 444.50 421.50 432.50 483.00 499.00 494.75 473.25 468.75 495.25 509.25

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