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 August RBOB Gasoline(NYM) as of Dec 31, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   8 18 19 20 23 23 25 25 25 25 25
Closed Higher   4 8 9 8 12 14 14 20 18 14 13
Exceeded High   3 6 5 7 11 12 14 19 15 12 10
Scenario Percentage   75% 75% 56% 88% 92% 86% 100% 95% 83% 86% 77%
Avg Max Increase   11.78% 8.37% 6.98% 10.39% 8.93% 15.08% 13.72% 10.73% 12.22% 10.09% 8.96%
Max Increase   27.22% 17.17% 11.02% 20.89% 20.34% 33.07% 26.78% 30.63% 41.22% 16.94% 18.79%
Avg Days To Max Increase   19 17 24 13 19 19 18 15 16 15 15
Avg Max Decline   0.64% -1.50% -0.99% -0.86% -0.89% -3.49% -2.05% -2.54% -1.97% -4.83% -1.96%
Max Decline   -2.71% -6.20% -2.70% -7.68% -7.85% -16.59% -6.78% -7.23% -12.59% -11.35% -4.69%
Avg Days to Max Decline   6 4 15 7 9 11 6 7 7 11 4
2010 Contract Condition       Yes Yes     Yes Yes Yes   Yes
Action       No Yes     Yes Yes Yes   Not Yet
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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   8 18 19 20 23 23 25 25 25 25 25
Closed Lower   4 9 10 12 11 9 11 5 7 11 12
Penetrated Low   3 6 8 10 7 5 5 4 5 9 7
Scenario Percentage   75% 67% 80% 83% 64% 56% 45% 80% 71% 82% 58%
Avg Max Decline   18.67% 16.20% 13.76% 10.99% 14.46% 13.95% 8.17% 7.76% 7.87% 11.50% 10.92%
Max Decline   44.19% 48.88% 38.92% 26.88% 38.53% 36.69% 20.43% 12.79% 11.10% 22.71% 21.86%
Avg Days To Max Decline   20 19 16 19 15 15 11 10 16 19 21
Avg Max Increase   -0.25% 0.32% -2.15% -0.63% -2.38% -1.22% -3.19% -0.92% -3.43% -2.85% -1.81%
Max Increase   -2.09% -1.81% -4.96% -11.66% -5.81% -6.19% -8.84% -5.11% -7.24% -10.57% -4.95%
Avg Days to Max Increase   8 8 3 9 10 7 12 6 12 10 5
2010 Contract Condition   Yes Yes     Yes Yes       Yes  
Action   Yes No     Yes Yes       No  
High 207.96 215.05 205.71 225.37 224.42 224.70 227.75 220.70 228.34 240.57 244.10 218.53
Low 178.64 201.55 187.50 195.22 214.74 203.93 202.69 195.37 213.50 226.04 188.60 195.68
Close/Last 207.96 201.55 198.33 214.71 220.89 219.64 202.69 217.76 228.34 240.05 202.92 206.04

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