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 September Oats(CBOT) as of Jan 01, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   22 29 31 34 34 34 34 34 34 34 34
Closed Higher   11 15 14 13 15 14 21 15 13 13 14
Exceeded High   7 11 9 11 10 12 12 10 10 8 8
Scenario Percentage   64% 73% 64% 85% 67% 86% 57% 67% 77% 62% 57%
Avg Max Increase   6.82% 5.35% 13.46% 9.58% 10.06% 10.23% 23.42% 24.04% 12.64% 10.95% 5.26%
Max Increase   10.82% 11.80% 37.56% 33.14% 30.95% 24.88% 134.52% 111.54% 22.22% 19.21% 8.28%
Avg Days To Max Increase   15 12 15 16 18 16 16 18 12 10 7
Avg Max Decline   -2.46% -0.95% -0.96% -2.20% -2.44% -1.42% -1.26% -4.40% -2.16% -4.55% -0.97%
Max Decline   -9.91% -5.49% -4.62% -7.37% -10.26% -7.07% -6.68% -12.38% -10.46% -8.82% -2.96%
Avg Days to Max Decline   8 8 4 11 8 9 7 6 5 6 2
2008 Contract Condition       Yes Yes Yes   Yes   Yes    
Action       Yes Yes Yes   Yes   Yes    
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 Feb Feb Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   22 29 31 34 34 34 34 34 34 34 34
Closed Lower   11 14 16 21 18 20 13 19 21 21 20
Penetrated Low   9 11 11 16 13 12 11 18 16 13 2
Scenario Percentage   82% 79% 69% 76% 72% 60% 85% 95% 76% 62% 10%
Avg Max Decline   4.31% 6.94% 6.88% 7.75% 9.18% 9.81% 10.11% 12.80% 14.34% 10.31% 5.57%
Max Decline   11.75% 12.68% 15.51% 16.55% 15.31% 18.40% 19.38% 28.78% 30.34% 22.01% 8.18%
Avg Days To Max Decline   12 20 20 17 20 17 20 20 19 16 9
Avg Max Increase   -3.01% -1.35% -2.12% -1.90% -1.48% -2.56% -4.85% -4.60% -3.16% -2.14% 0.09%
Max Increase   -12.59% -4.82% -4.22% -8.70% -6.27% -7.55% -11.79% -20.37% -11.37% -8.21% 0.00%
Avg Days to Max Increase   10 8 9 5 12 11 11 11 6 5 1
2008 Contract Condition             Yes   Yes   Yes Yes
Action             No   Yes   Yes Yes
High     313.00 323.50 350.00 451.00 466.00 422.00 434.75 458.00 474.25 389.75
Low     309.00 301.00 323.50 350.00 358.00 380.50 386.50 389.00 375.50 336.25
Close/Last     309.00 323.50 350.00 451.00 390.00 398.00 394.00 456.00 377.50 345.25

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