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 January Rough Rice(CBOT) 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   15 19 22 23 23 23 23 24 24 24 24
Closed Higher   7 11 11 10 8 11 9 11 9 12 12
Exceeded High   6 9 8 8 5 9 6 10 6 10 9
Scenario Percentage   86% 82% 73% 80% 63% 82% 67% 91% 67% 83% 75%
Avg Max Increase   13.21% 11.27% 5.78% 6.62% 7.26% 15.59% 20.21% 15.37% 10.31% 10.57% 7.71%
Max Increase   29.36% 23.78% 17.68% 11.53% 19.56% 71.94% 87.52% 76.44% 21.38% 27.29% 19.50%
Avg Days To Max Increase   23 18 14 19 10 20 22 11 10 13 13
Avg Max Decline   -1.87% -0.10% -2.04% -2.76% -1.53% -3.94% -3.57% -1.41% -1.22% -2.73% -1.10%
Max Decline   -4.51% -2.35% -4.80% -6.46% -3.49% -7.47% -7.17% -4.52% -3.92% -9.88% -4.72%
Avg Days to Max Decline   12 8 5 15 8 15 10 8 5 7 3
2010 Contract Condition     Yes Yes Yes   Yes Yes   Yes Yes  
Action     Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   15 19 22 23 23 23 23 24 24 24 24
Closed Lower   8 8 11 13 15 12 14 13 15 12 12
Penetrated Low   7 7 8 11 12 10 8 11 11 11 5
Scenario Percentage   88% 88% 73% 85% 80% 83% 57% 85% 73% 92% 42%
Avg Max Decline   7.21% 9.56% 7.31% 8.01% 8.44% 9.41% 10.17% 10.39% 8.10% 5.55% 4.32%
Max Decline   22.37% 27.09% 18.97% 20.73% 22.74% 23.43% 15.87% 31.81% 16.43% 11.85% 5.97%
Avg Days To Max Decline   22 15 12 17 17 22 22 16 16 17 9
Avg Max Increase   -2.28% -2.00% -0.66% -2.54% -2.50% -4.28% -2.96% -1.46% -3.48% -1.60% -1.93%
Max Increase   -5.43% -6.12% -3.40% -6.89% -13.40% -13.47% -5.25% -3.74% -9.69% -5.96% -3.19%
Avg Days to Max Increase   15 8 16 8 9 10 8 3 10 7 4
2010 Contract Condition   Yes       Yes     Yes     Yes
Action   Yes       No     No     Yes
High 13.87 12.99 12.61 12.74 12.79 13.05 14.27 14.41 14.43 14.78 15.50 15.99
Low 12.26 12.20 11.87 12.20 12.21 12.40 12.59 13.59 13.27 13.34 14.64 14.23
Close/Last 12.39 12.36 12.45 12.67 12.79 12.59 14.17 14.29 13.57 14.69 15.31 14.57

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