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 Russell 2000 Index as of May 10, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   28 28 29 24 25 22 26 31 34 24 28
Exceeded High   24 25 22 21 22 18 23 29 32 20 25
Scenario Percentage   86% 89% 76% 88% 88% 82% 88% 94% 94% 83% 89%
Avg Max Increase   7.09% 5.72% 6.54% 6.22% 5.15% 7.45% 9.05% 7.50% 7.43% 6.84% 4.56%
Max Increase   17.32% 15.48% 18.80% 15.99% 19.44% 24.42% 31.70% 20.61% 21.03% 18.63% 10.30%
Avg Days To Max Increase   14 17 21 20 15 21 20 18 17 16 20
Avg Max Decline   -2.13% -1.55% -1.54% -1.69% -1.95% -3.17% -1.17% -1.74% -2.15% -0.58% -1.08%
Max Decline   -9.88% -5.97% -6.84% -9.57% -8.28% -16.43% -5.68% -8.72% -7.37% -3.42% -5.77%
Avg Days to Max Decline   6 11 6 7 8 10 9 10 8 7 4
2024 Contract Condition       Yes Yes       Yes Yes   Yes
Action       Yes No       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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   17 17 16 21 20 22 19 14 11 21 17
Penetrated Low   12 11 11 14 15 15 12 9 7 13 12
Scenario Percentage   71% 65% 69% 67% 75% 68% 63% 64% 64% 62% 71%
Avg Max Decline   5.45% 8.50% 10.05% 11.24% 10.09% 12.16% 7.70% 5.93% 9.59% 10.35% 10.57%
Max Decline   12.38% 27.36% 23.46% 22.94% 20.26% 45.37% 30.93% 15.33% 16.97% 40.14% 34.56%
Avg Days To Max Decline   15 16 13 20 16 18 14 16 14 14 18
Avg Max Increase   -2.17% -1.35% -1.00% -1.33% -2.47% -1.21% -1.27% -1.45% -2.25% -1.62% -1.24%
Max Increase   -4.89% -2.99% -3.98% -5.70% -11.54% -6.67% -4.95% -4.14% -5.21% -6.31% -4.29%
Avg Days to Max Increase   6 10 5 8 9 5 5 10 8 7 5
2024 Contract Condition   Yes Yes     Yes Yes Yes     Yes  
Action   Yes No     Yes Yes No     Not Yet  
High 1931.70 1812.35 1816.40 1906.85 2003.60 1996.90 1926.80 1786.65 1830.00 2071.80 2032.50 2072.95
Low 1695.25 1725.80 1704.80 1744.35 1823.90 1830.85 1761.60 1633.65 1649.05 1800.80 1898.25 1921.35
Close/Last 1802.50 1769.00 1749.65 1888.75 2003.20 1899.70 1785.10 1662.30 1809.00 2027.05 1947.35 2054.85

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