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 November RBOB Gasoline(NYM) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 6 15 17 19 23 24 24 25 25 25 25
Closed Higher 3 8 8 12 17 18 12 12 16 16 13
Exceeded High 2 7 7 12 16 15 10 12 14 16 9
Scenario Percentage 67% 88% 88% 100% 94% 83% 83% 100% 88% 100% 69%
Avg Max Increase 17.68% 7.27% 11.21% 10.73% 10.30% 10.10% 8.09% 11.32% 15.31% 10.80% 8.61%
Max Increase 20.71% 17.16% 21.12% 21.93% 28.31% 37.88% 14.84% 40.62% 71.91% 29.31% 15.24%
Avg Days To Max Increase 16 17 17 15 18 17 20 17 19 18 21
Avg Max Decline 1.09% -1.54% -4.17% -1.35% -3.10% -1.99% -2.51% -3.51% -2.09% -4.24% -2.18%
Max Decline 0.70% -7.21% -16.67% -6.02% -9.73% -9.50% -6.04% -16.10% -9.62% -14.50% -4.71%
Avg Days to Max Decline 20 10 12 8 6 8 12 11 10 12 2
2009 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 6 15 17 19 23 24 24 25 25 25 25
Closed Lower 3 7 9 7 6 6 12 13 9 9 12
Penetrated Low 2 3 5 1 3 3 8 9 6 5 8
Scenario Percentage 67% 43% 56% 14% 50% 50% 67% 69% 67% 56% 67%
Avg Max Decline 26.88% 15.59% 7.20% 8.40% 6.51% 6.33% 9.41% 6.93% 10.69% 19.72% 12.44%
Max Decline 28.08% 26.63% 10.55% 8.40% 9.60% 7.80% 15.05% 17.36% 24.70% 49.55% 42.21%
Avg Days To Max Decline 27 19 17 17 21 21 14 14 14 16 16
Avg Max Increase 2.70% 0.48% -0.91% 0.33% -0.27% -4.03% -0.48% -1.77% -4.87% -1.85% -2.92%
Max Increase -0.15% -2.00% -3.39% 0.33% -1.88% -6.96% -1.32% -7.83% -19.85% -3.97% -6.24%
Avg Days to Max Increase 3 7 5 2 16 12 4 5 14 7 4
2009 Contract Condition Yes Yes   Yes           Yes Yes
Action Yes No   No           Yes Yes
High 179.62 137.00 140.93 130.28 147.50 145.91 174.25 191.56 188.14 194.87 187.34
Low 129.04 104.32 121.01 108.22 116.92 130.50 141.36 170.50 150.45 175.88 161.59
Close/Last 145.06 128.10 129.87 126.00 135.80 138.93 173.75 179.33 187.95 180.18 175.16

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