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, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   29 36 38 41 41 41 41 41 41 41 41
Closed Higher   17 16 17 15 18 16 23 18 16 17 19
Exceeded High   11 12 11 13 13 13 14 13 12 13 9
Scenario Percentage   65% 75% 65% 87% 72% 81% 61% 72% 75% 76% 47%
Avg Max Increase   6.22% 5.23% 12.31% 9.09% 9.31% 9.66% 22.18% 19.46% 13.51% 11.83% 7.72%
Max Increase   10.82% 11.80% 37.56% 33.14% 30.95% 24.88% 134.52% 111.54% 22.22% 20.48% 13.98%
Avg Days To Max Increase   17 12 15 17 18 15 14 17 11 12 9
Avg Max Decline   -2.24% -0.90% -1.15% -2.14% -3.72% -1.62% -1.42% -4.70% -2.12% -5.18% -0.93%
Max Decline   -9.91% -5.49% -4.62% -7.37% -14.25% -7.07% -6.68% -12.38% -10.46% -11.39% -2.96%
Avg Days to Max Decline   12 7 4 13 8 10 7 8 4 7 2
2015 Contract Condition   Yes               Yes    
Action   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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   29 36 38 41 41 41 41 41 41 41 41
Closed Lower   12 20 20 26 22 25 18 23 25 24 22
Penetrated Low   10 17 15 20 16 16 15 20 20 15 2
Scenario Percentage   83% 85% 75% 77% 73% 64% 83% 87% 80% 63% 9%
Avg Max Decline   5.87% 7.36% 7.25% 8.21% 9.72% 9.84% 9.73% 12.48% 13.13% 10.36% 5.57%
Max Decline   19.89% 15.06% 17.52% 16.55% 15.31% 18.40% 19.38% 28.78% 30.34% 22.01% 8.18%
Avg Days To Max Decline   12 17 19 18 20 16 20 21 19 17 9
Avg Max Increase   -3.16% -2.03% -2.38% -2.08% -1.76% -2.73% -4.76% -5.22% -3.37% -3.23% 0.09%
Max Increase   -12.59% -6.13% -8.50% -8.70% -6.27% -7.55% -11.88% -20.37% -11.37% -13.13% 0.00%
Avg Days to Max Increase   10 10 9 6 12 10 13 10 6 7 1
2015 Contract Condition     Yes Yes Yes Yes Yes Yes Yes   Yes Yes
Action     Yes Yes Yes Yes Yes Yes Yes   Yes Not Yet
High 330.50 332.50 339.25 322.50 308.75 292.25 290.00 277.00 261.00 275.25 267.75 242.25
Low 310.75 316.50 307.50 305.25 290.50 276.50 270.00 243.25 232.25 241.75 221.25 203.25
Close/Last 316.50 322.25 309.00 305.25 290.50 282.75 270.25 250.25 241.75 264.00 241.25 235.50

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