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 January RBOB Gasoline(NYM) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   14 22 24 25 28 32 32 33 33 33 33
Closed Higher   6 14 17 17 14 14 22 17 18 17 14
Exceeded High   5 13 16 15 12 13 20 15 17 11 10
Scenario Percentage   83% 93% 94% 88% 86% 93% 91% 88% 94% 65% 71%
Avg Max Increase   9.08% 9.51% 9.52% 8.98% 8.01% 9.64% 11.50% 9.88% 7.50% 9.93% 9.05%
Max Increase   13.56% 21.47% 26.16% 34.34% 15.81% 30.83% 64.52% 32.03% 20.91% 18.76% 14.97%
Avg Days To Max Increase   17 18 16 16 22 18 19 17 11 16 23
Avg Max Decline   -4.07% -1.98% -2.54% -2.21% -2.97% -2.83% -1.76% -3.15% -2.83% -2.11% -2.95%
Max Decline   -16.28% -13.63% -8.85% -8.17% -10.30% -14.30% -8.98% -12.01% -13.00% -6.97% -6.96%
Avg Days to Max Decline   8 12 7 7 7 13 10 8 6 11 6
2017 Contract Condition       Yes Yes Yes     Yes Yes   Yes
Action       Yes 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   14 22 24 25 28 32 32 33 33 33 33
Closed Lower   8 8 6 8 14 18 10 16 15 16 19
Penetrated Low   5 3 3 5 8 11 8 10 11 13 14
Scenario Percentage   63% 38% 50% 63% 57% 61% 80% 63% 73% 81% 74%
Avg Max Decline   6.92% 8.04% 5.70% 9.64% 9.85% 9.93% 11.31% 14.73% 14.77% 16.74% 13.14%
Max Decline   13.72% 9.74% 10.83% 22.15% 17.16% 31.88% 25.96% 49.96% 58.32% 48.71% 35.10%
Avg Days To Max Decline   10 16 8 18 19 17 19 18 15 18 17
Avg Max Increase   -1.27% -1.49% -2.23% -3.65% -0.67% -2.63% -2.63% -0.97% -1.89% -2.94% -1.98%
Max Increase   -5.27% -5.12% -5.65% -6.75% -2.27% -8.83% -12.80% -3.73% -8.43% -8.48% -12.20%
Avg Days to Max Increase   4 13 14 13 6 8 11 10 7 2 3
2017 Contract Condition   Yes Yes       Yes Yes     Yes  
Action   Yes No       Yes Yes     Yes  
High 137.64 129.34 113.98 126.77 136.93 142.73 145.94 141.34 142.06 143.27 151.44 153.74
Low 118.64 99.70 98.51 111.66 113.86 125.49 132.97 119.26 118.60 126.09 141.06 127.30
Close/Last 125.49 114.18 113.50 121.60 135.97 140.26 137.95 122.99 131.73 143.09 141.72 148.25

Banner

Login

Newsflash

With food inflation surging and some grain prices reaching historic levels, you may find MRCI's new 2022 Historical Grains Report especially valuable this year! More info here: https://bit.ly/3CDOmTz