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 S & P 100(OEX) as of Sep 29, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   31 27 25 29 32 28 25 26 28 17 28
Exceeded High   29 22 23 25 29 26 20 22 23 17 22
Scenario Percentage   94% 81% 92% 86% 91% 93% 80% 85% 82% 100% 79%
Avg Max Increase   5.89% 5.29% 5.11% 6.10% 4.87% 4.83% 6.64% 4.51% 4.21% 6.27% 4.86%
Max Increase   13.37% 13.80% 10.84% 14.38% 12.09% 13.06% 15.37% 11.56% 15.80% 19.90% 10.11%
Avg Days To Max Increase   17 17 18 18 18 22 20 15 14 18 19
Avg Max Decline   -1.71% -1.16% -1.41% -1.38% -1.83% -1.91% -1.15% -1.57% -1.54% -1.58% -0.56%
Max Decline   -6.34% -5.46% -6.16% -5.14% -4.51% -5.40% -4.86% -5.76% -5.63% -7.75% -4.88%
Avg Days to Max Decline   7 6 7 8 9 16 9 9 9 6 4
2023 Contract Condition     Yes   Yes Yes Yes Yes Yes      
Action     Yes   Yes Yes Yes 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   14 18 20 16 12 16 20 18 17 28 17
Penetrated Low   10 14 15 8 6 12 13 14 11 19 5
Scenario Percentage   71% 78% 75% 50% 50% 75% 65% 78% 65% 68% 29%
Avg Max Decline   8.93% 5.51% 7.64% 2.78% 6.86% 7.03% 7.98% 8.32% 7.44% 7.97% 6.28%
Max Decline   19.31% 18.90% 23.32% 4.46% 11.80% 27.26% 21.45% 22.85% 16.87% 33.52% 22.17%
Avg Days To Max Decline   18 14 17 10 13 13 15 16 15 14 12
Avg Max Increase   -2.58% -1.93% -2.07% -1.70% -1.95% -1.44% -1.82% -2.06% -3.08% -2.30% -2.44%
Max Increase   -6.82% -5.33% -6.37% -5.83% -4.49% -3.65% -4.36% -7.79% -9.65% -5.86% -5.02%
Avg Days to Max Increase   8 6 8 5 5 6 11 7 11 8 2
2023 Contract Condition   Yes   Yes           Yes Yes  
Action   No   Yes           Yes Not Yet  
High 1827.55 1834.85 1828.80 1879.20 1875.20 1913.45 1980.25 2081.05 2150.20 2139.60 2128.80  
Low 1655.60 1675.70 1687.60 1763.60 1718.30 1855.75 1858.95 1953.35 2036.35 2022.30 1984.15  
Close/Last 1827.55 1709.15 1816.30 1777.55 1874.40 1913.10 1956.70 2074.50 2142.10 2113.85 2009.75  

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