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 October RBOB Gasoline(NYM) as of Nov 09, 2020
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   16 26 27 29 31 34 36 36 36 36 36
Closed Higher   10 13 15 14 18 25 26 20 19 22 22
Exceeded High   9 12 14 13 17 23 20 17 18 20 17
Scenario Percentage   90% 92% 93% 93% 94% 92% 77% 85% 95% 91% 77%
Avg Max Increase   8.48% 9.78% 8.19% 10.21% 11.02% 10.57% 11.68% 8.35% 11.92% 16.60% 9.49%
Max Increase   13.05% 20.39% 19.77% 21.39% 23.01% 29.75% 57.39% 19.90% 55.16% 77.28% 23.35%
Avg Days To Max Increase   23 17 17 19 19 17 15 19 17 14 17
Avg Max Decline   -1.72% -1.17% -1.22% -3.09% -2.54% -2.66% -2.59% -3.43% -3.67% -2.33% -1.92%
Max Decline   -7.93% -7.74% -7.27% -16.80% -14.34% -9.22% -9.97% -11.36% -16.43% -11.37% -5.71%
Avg Days to Max Decline   12 9 8 8 10 6 8 11 12 9 5
2020 Contract Condition   Yes Yes Yes       Yes Yes Yes   Yes
Action   Yes Yes 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   16 26 27 29 31 34 36 36 36 36 36
Closed Lower   6 13 12 15 13 9 10 16 17 14 14
Penetrated Low   6 11 7 9 4 5 6 10 12 9 7
Scenario Percentage   100% 85% 58% 60% 31% 56% 60% 63% 71% 64% 50%
Avg Max Decline   20.73% 14.94% 14.06% 13.62% 20.26% 9.88% 9.88% 10.61% 10.96% 9.64% 11.11%
Max Decline   39.95% 28.37% 26.11% 57.16% 53.94% 20.02% 23.01% 17.41% 32.55% 21.88% 18.20%
Avg Days To Max Decline   16 19 13 15 21 15 17 15 16 14 16
Avg Max Increase   -1.07% -0.91% -1.62% -2.25% -3.14% -4.08% -3.57% -0.47% -2.22% -1.29% -1.48%
Max Increase   -4.35% -6.99% -4.30% -7.35% -6.77% -17.06% -7.04% -1.46% -7.84% -5.05% -3.71%
Avg Days to Max Increase   6 6 5 5 20 12 16 4 6 4 4
2020 Contract Condition         Yes Yes Yes       Yes  
Action         Yes Yes Yes       No  
High 160.34 156.53 161.00 169.12 173.60 155.75 139.14 87.84 102.00 121.25 119.26 129.41
Low 143.32 143.29 151.67 152.72 144.29 128.90 62.15 60.02 72.25 98.62 106.14 108.60
Close/Last 146.74 150.27 153.59 164.64 145.08 130.32 75.04 77.04 101.13 110.41 110.06 121.37

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php