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 March Rough Rice(CBOT) as of Jan 01, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   17 20 24 24 25 26 26 26 26 26 26
Closed Higher   10 8 8 12 10 12 12 13 13 13 9
Exceeded High   7 7 4 10 8 11 8 10 10 6 5
Scenario Percentage   70% 88% 50% 83% 80% 92% 67% 77% 77% 46% 56%
Avg Max Increase   3.58% 6.46% 6.77% 14.91% 19.05% 15.53% 8.58% 11.68% 12.84% 9.37% 7.84%
Max Increase   8.60% 11.03% 18.05% 70.33% 85.48% 73.40% 19.52% 32.41% 24.77% 31.92% 13.50%
Avg Days To Max Increase   17 23 9 19 21 10 9 19 15 11 10
Avg Max Decline   -2.93% -4.05% -1.89% -3.22% -2.65% -1.38% -1.86% -2.83% -2.14% -1.45% -0.33%
Max Decline   -6.35% -11.48% -3.65% -8.48% -6.86% -5.30% -6.17% -10.08% -6.22% -4.51% -1.77%
Avg Days to Max Decline   7 20 10 13 9 8 4 7 4 9 4
2012 Contract Condition   Yes Yes   Yes Yes   Yes       Yes
Action   Yes Yes   Yes Yes   No       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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   17 20 24 24 25 26 26 26 26 26 26
Closed Lower   7 11 15 12 15 14 13 13 13 13 17
Penetrated Low   6 8 11 10 9 12 10 12 11 12 8
Scenario Percentage   86% 73% 73% 83% 60% 86% 77% 92% 85% 92% 47%
Avg Max Decline   10.42% 10.19% 7.75% 8.85% 8.97% 10.45% 7.67% 7.68% 11.10% 9.45% 6.64%
Max Decline   19.64% 20.02% 21.54% 22.30% 16.23% 31.89% 16.45% 14.32% 24.11% 19.90% 10.18%
Avg Days To Max Decline   16 15 17 21 22 18 15 22 22 13 10
Avg Max Increase   -0.48% -2.48% -2.08% -3.73% -2.88% -1.96% -2.22% -3.03% -3.28% -2.89% -0.99%
Max Increase   -3.24% -6.75% -11.61% -12.23% -6.70% -7.34% -8.11% -16.02% -10.15% -12.83% -3.89%
Avg Days to Max Increase   13 12 7 9 9 5 6 10 9 10 3
2012 Contract Condition       Yes     Yes   Yes Yes Yes  
Action       No     Yes   Yes Yes Yes  
High 16.04 16.63 17.00 16.85 18.14 18.61 19.02 17.78 17.20 15.24 15.17 14.52
Low 14.44 15.42 15.57 15.03 15.55 16.85 16.43 16.12 14.38 13.78 13.99 13.50
Close/Last 15.88 16.63 16.98 15.78 17.05 18.50 16.56 17.19 15.13 14.87 14.00 14.21

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!!!