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 December RBOB Gasoline(NYM) as of Jun 08, 2020
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 Oct
Tested Years   16 27 29 31 33 35 35 35 35 35 35
Closed Higher   8 12 17 21 23 16 16 22 19 20 18
Exceeded High   7 11 16 19 20 12 15 20 17 16 10
Scenario Percentage   88% 92% 94% 90% 87% 75% 94% 91% 89% 80% 56%
Avg Max Increase   8.72% 11.36% 9.46% 9.77% 8.54% 8.07% 9.59% 11.84% 10.83% 9.47% 7.70%
Max Increase   17.43% 22.03% 21.85% 27.32% 35.93% 15.46% 33.82% 68.80% 31.54% 21.87% 16.31%
Avg Days To Max Increase   20 16 18 15 15 20 17 18 19 12 13
Avg Max Decline   -1.44% -3.38% -2.72% -2.97% -2.13% -3.12% -3.17% -2.72% -3.56% -2.55% -1.53%
Max Decline   -7.37% -17.20% -14.07% -9.08% -8.98% -10.81% -15.76% -14.27% -13.09% -14.62% -4.35%
Avg Days to Max Decline   6 7 10 5 7 14 9 8 10 6 4
2019 Contract Condition     Yes Yes Yes Yes   Yes Yes   Yes Yes
Action     Yes Yes Yes No   Yes Yes   No 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 Oct
Tested Years   16 27 29 31 33 35 35 35 35 35 35
Closed Lower   8 14 12 10 10 19 19 13 16 15 17
Penetrated Low   4 9 4 5 6 12 12 10 8 13 13
Scenario Percentage   50% 64% 33% 50% 60% 63% 63% 77% 50% 87% 76%
Avg Max Decline   18.66% 7.36% 11.23% 6.94% 9.48% 9.32% 9.84% 9.68% 17.72% 13.54% 12.71%
Max Decline   26.89% 14.31% 18.56% 11.96% 22.73% 17.58% 32.26% 25.87% 50.85% 59.61% 34.02%
Avg Days To Max Decline   11 13 20 14 19 16 17 17 16 14 19
Avg Max Increase   -2.61% -1.29% -2.28% -1.26% -3.29% -1.04% -2.57% -2.89% -1.38% -3.09% -3.70%
Max Increase   -4.70% -5.94% -4.95% -5.79% -6.97% -3.88% -8.91% -15.40% -3.78% -10.07% -15.19%
Avg Days to Max Increase   7 7 13 12 9 6 8 12 7 8 3
2019 Contract Condition   Yes         Yes     Yes    
Action   No         Yes     No    
High 180.35 156.11 151.60 161.40 166.31 179.12 175.80 165.27 171.35 162.10 171.96 165.97
Low 141.88 126.84 130.74 143.75 154.81 164.81 149.12 140.96 154.33 140.57 141.61 146.82
Close/Last 144.92 133.51 144.12 158.51 164.09 175.76 150.45 162.69 163.97 148.12 152.91 159.46

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!