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 March Oats(CBOT) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 26 31 31 32 32 33 33 33 33 33 33
Closed Higher 14 9 11 14 15 17 17 16 15 12 11
Exceeded High 9 7 8 10 10 15 10 10 8 7 7
Scenario Percentage 64% 78% 73% 71% 67% 88% 59% 62% 53% 58% 64%
Avg Max Increase 19.95% 25.44% 14.00% 10.64% 10.97% 12.73% 13.76% 6.54% 10.00% 12.06% 5.52%
Max Increase 106.02% 87.15% 23.03% 22.90% 29.72% 38.56% 22.99% 13.66% 31.16% 23.85% 14.74%
Avg Days To Max Increase 16 19 16 18 15 16 14 7 12 9 10
Avg Max Decline -1.30% -3.45% 0.07% -4.59% -1.79% -2.34% -1.00% -1.93% -1.42% -1.74% -0.41%
Max Decline -7.25% -8.45% -3.13% -8.31% -6.45% -8.31% -3.37% -6.60% -4.44% -6.73% -3.48%
Avg Days to Max Decline 9 6 6 5 7 6 8 3 6 4 3
2007 Contract Condition Yes Yes Yes Yes   Yes Yes Yes Yes    
Action Yes Yes Yes Yes   Yes Yes No 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 26 31 31 32 32 33 33 33 33 33 33
Closed Lower 11 22 20 18 17 15 16 17 17 20 21
Penetrated Low 11 20 16 12 11 11 10 12 11 15 11
Scenario Percentage 100% 91% 80% 67% 65% 73% 62% 71% 65% 75% 52%
Avg Max Decline 8.37% 11.73% 10.85% 8.85% 6.55% 7.02% 8.57% 8.87% 8.24% 9.66% 16.98%
Max Decline 15.94% 26.25% 24.78% 20.59% 14.57% 17.97% 16.67% 21.81% 16.79% 21.25% 42.09%
Avg Days To Max Decline 19 22 18 22 18 23 15 18 21 15 16
Avg Max Increase -3.34% -3.51% -2.45% -3.61% -3.90% -5.42% -3.46% -3.15% -4.17% -2.34% -3.00%
Max Increase -7.84% -15.38% -10.14% -10.30% -9.78% -11.80% -8.44% -7.22% -8.22% -6.30% -10.67%
Avg Days to Max Increase 15 9 6 9 9 15 10 16 14 4 2
2007 Contract Condition         Yes         Yes Yes
Action         No         Yes Yes
High 183.00 202.50 209.50 211.00 204.00 217.00 253.00 289.75 280.75 279.50 261.75
Low 169.00 183.00 192.00 199.00 189.75 196.00 213.00 244.50 255.50 246.00 237.00
Close/Last 183.00 193.00 199.00 205.00 198.00 213.00 245.00 269.00 271.00 257.25 253.00

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