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 March RBOB Gasoline(NYM) as of Jan 01, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   10 19 22 23 26 27 28 29 29 29 29
Closed Higher   8 13 11 13 19 14 14 14 13 18 19
Exceeded High   7 11 8 13 17 12 13 8 10 18 12
Scenario Percentage   88% 85% 73% 100% 89% 86% 93% 57% 77% 100% 63%
Avg Max Increase   8.59% 9.92% 9.48% 9.99% 10.35% 8.55% 6.80% 11.83% 12.70% 11.40% 9.55%
Max Increase   24.62% 32.02% 15.22% 26.75% 57.53% 31.03% 20.25% 18.41% 23.07% 31.11% 16.89%
Avg Days To Max Increase   17 16 19 19 16 12 12 25 19 17 15
Avg Max Decline   -1.04% -1.05% -1.83% -2.22% -1.09% -1.48% -2.18% -2.38% -3.73% -2.75% -2.60%
Max Decline   -3.37% -7.25% -5.54% -13.08% -8.58% -10.27% -10.51% -5.76% -12.03% -11.73% -13.95%
Avg Days to Max Decline   7 7 10 10 9 6 5 17 6 12 3
2014 Contract Condition   Yes   Yes Yes Yes Yes     Yes Yes  
Action   Yes   Yes Yes Yes No     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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   10 19 22 23 26 27 28 29 29 29 29
Closed Lower   1 6 11 10 7 13 14 15 16 11 10
Penetrated Low     4 6 7 4 9 10 12 11 5 6
Scenario Percentage   0% 67% 55% 70% 57% 69% 71% 80% 69% 45% 60%
Avg Max Decline     8.84% 7.81% 7.44% 12.41% 13.02% 13.75% 13.29% 13.47% 20.26% 10.64%
Max Decline     21.39% 9.92% 14.59% 25.77% 48.34% 55.77% 45.55% 32.34% 43.15% 29.14%
Avg Days To Max Decline     16 15 15 16 18 15 16 17 18 14
Avg Max Increase     -2.53% -0.16% -2.49% -4.85% -2.09% -0.20% -2.36% -2.40% -5.07% -1.21%
Max Increase     -6.37% -1.52% -8.82% -11.97% -11.93% -3.64% -6.63% -10.96% -17.88% -7.99%
Avg Days to Max Increase     6 4 12 20 14 5 3 14 11 2
2014 Contract Condition     Yes         Yes Yes     Yes
Action     No         Yes Yes     Yes
High 276.02 270.88 271.96 265.40 268.73 278.29 287.36 283.45 272.00 275.04 284.35 280.43
Low 259.13 257.10 244.48 247.00 253.13 257.20 264.72 260.56 256.07 252.29 264.84 260.33
Close/Last 259.26 270.88 253.92 253.95 255.42 274.81 280.90 262.44 262.08 269.37 279.19 263.14

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!