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 July Oats(CBOT) as of Jan 01, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   29 38 40 40 41 41 41 41 41 41 41
Closed Higher   11 20 24 17 20 15 15 16 23 19 19
Exceeded High   7 17 17 13 12 13 10 13 16 15 9
Scenario Percentage   64% 85% 71% 76% 60% 87% 67% 81% 70% 79% 47%
Avg Max Increase   8.38% 8.86% 7.14% 6.44% 13.33% 12.28% 10.58% 9.64% 21.33% 18.28% 10.29%
Max Increase   14.97% 33.88% 20.81% 16.97% 39.32% 33.53% 27.06% 22.68% 137.82% 115.34% 19.05%
Avg Days To Max Increase   17 13 14 13 14 13 14 13 15 11 9
Avg Max Decline   -3.34% -1.75% -2.27% -1.68% -1.07% -1.79% -2.00% -2.70% -4.52% -3.29% -0.90%
Max Decline   -8.81% -5.37% -11.62% -6.45% -6.35% -4.30% -11.43% -7.63% -24.10% -11.86% -7.66%
Avg Days to Max Decline   11 6 10 9 5 9 8 8 10 5 2
2015 Contract Condition   Yes   Yes               Yes
Action   Yes   Yes               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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   29 38 40 40 41 41 41 41 41 41 41
Closed Lower   17 18 16 23 21 25 26 25 18 22 22
Penetrated Low   9 13 10 18 15 22 20 14 15 14 10
Scenario Percentage   53% 72% 63% 78% 71% 88% 77% 56% 83% 64% 45%
Avg Max Decline   10.50% 9.24% 8.58% 8.33% 9.21% 8.77% 9.89% 13.17% 10.45% 10.32% 6.16%
Max Decline   35.68% 34.36% 20.04% 16.86% 22.08% 20.60% 19.93% 24.67% 21.82% 29.28% 13.84%
Avg Days To Max Decline   23 19 14 19 19 17 19 21 20 8 7
Avg Max Increase   -2.39% -4.01% -2.35% -2.51% -2.29% -2.21% -2.50% -3.80% -5.50% -3.92% -2.11%
Max Increase   -7.04% -9.40% -6.10% -7.40% -9.29% -8.50% -9.83% -9.12% -14.18% -11.57% -13.04%
Avg Days to Max Increase   13 15 10 16 7 5 9 12 16 6 2
2015 Contract Condition     Yes   Yes Yes Yes Yes Yes Yes Yes  
Action     No   Yes Yes Yes Yes Yes No Not Yet  
High 333.75 327.75 324.50 330.00 338.50 321.50 310.75 292.00 288.00 275.50 256.00 269.75
Low 303.50 307.00 306.50 312.25 312.25 306.50 280.25 268.75 265.50 223.00 224.75 234.00
Close/Last 309.50 317.75 312.25 319.25 314.00 306.50 284.50 278.50 266.75 244.25 234.00 253.25

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