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 Oats(CBOT) as of Nov 09, 2020
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   39 44 44 45 45 45 45 45 45 45 45
Closed Higher   15 20 21 24 28 20 20 20 18 19 24
Exceeded High   11 15 14 22 19 9 13 16 12 15 13
Scenario Percentage   73% 75% 67% 92% 68% 45% 65% 80% 67% 79% 54%
Avg Max Increase   12.11% 9.37% 9.73% 11.85% 9.76% 8.77% 14.77% 12.97% 11.19% 10.48% 9.02%
Max Increase   24.52% 21.14% 21.88% 36.29% 20.50% 22.42% 53.11% 39.65% 27.04% 23.85% 19.33%
Avg Days To Max Increase   12 17 19 16 17 12 12 15 16 14 7
Avg Max Decline   0.21% -3.92% -4.04% -1.93% -0.97% -1.93% -1.64% -2.01% -3.95% -2.80% -1.17%
Max Decline   -2.19% -7.41% -13.02% -10.00% -8.42% -6.85% -5.90% -8.72% -10.28% -10.41% -6.88%
Avg Days to Max Decline   4 10 13 6 5 4 6 7 18 6 2
2020 Contract Condition       Yes Yes Yes Yes   Yes     Yes
Action       Yes Yes Yes No   No     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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   39 44 44 45 45 45 45 45 45 45 45
Closed Lower   24 24 23 21 16 24 25 24 27 25 21
Penetrated Low   21 16 13 17 13 18 17 21 21 15 9
Scenario Percentage   88% 67% 57% 81% 81% 75% 68% 88% 78% 60% 43%
Avg Max Decline   8.50% 9.46% 8.32% 8.60% 7.61% 8.93% 9.06% 9.87% 10.78% 10.92% 6.17%
Max Decline   22.98% 19.67% 36.65% 35.36% 20.98% 17.68% 22.35% 20.81% 21.46% 25.88% 11.85%
Avg Days To Max Decline   17 19 18 21 17 17 22 18 18 18 9
Avg Max Increase   -1.61% -2.57% -3.40% -4.18% -3.52% -3.02% -3.71% -2.27% -2.82% -3.60% -1.00%
Max Increase   -9.75% -9.55% -9.17% -11.72% -7.89% -8.63% -9.58% -9.60% -16.53% -11.06% -2.80%
Avg Days to Max Increase   4 11 7 14 11 15 12 6 7 8 3
2020 Contract Condition   Yes Yes         Yes   Yes Yes  
Action   Yes No         Yes   Yes Not Yet  
High 286.00 297.25 290.50 279.75 282.25 302.00 320.50 303.50 310.00 303.00 281.75 347.25
Low 248.00 271.00 267.00 268.75 268.00 280.00 293.25 281.00 285.50 270.00 248.25 259.00
Close/Last 283.50 279.00 268.25 273.50 280.25 293.50 305.25 289.75 298.25 272.75 264.25 307.00

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