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 May 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   11 17 21 21 23 23 23 24 24 24 24
Closed Higher   6 8 7 10 10 13 12 12 9 11 14
Exceeded High   3 7 5 8 7 10 9 6 8 8 8
Scenario Percentage   50% 88% 71% 80% 70% 77% 75% 50% 89% 73% 57%
Avg Max Increase   17.17% 16.04% 22.19% 8.95% 9.10% 11.30% 12.15% 9.82% 17.89% 17.52% 6.27%
Max Increase   29.20% 69.00% 86.56% 30.43% 19.09% 32.30% 24.38% 33.17% 42.59% 32.42% 14.15%
Avg Days To Max Increase   13 18 23 11 11 19 16 20 20 13 10
Avg Max Decline   -2.00% -2.31% -2.87% -0.67% -1.08% -2.31% -1.16% -1.48% -2.39% -1.82% -2.03%
Max Decline   -2.60% -7.28% -6.09% -2.79% -4.09% -10.06% -5.26% -4.19% -11.22% -4.02% -5.31%
Avg Days to Max Decline   16 11 11 9 2 7 5 10 6 7 2
2010 Contract Condition     Yes Yes   Yes Yes         Yes
Action     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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   11 17 21 21 23 23 23 24 24 24 24
Closed Lower   5 9 14 11 13 10 11 12 15 13 9
Penetrated Low   2 7 9 10 10 10 8 11 12 9 5
Scenario Percentage   40% 78% 64% 91% 77% 100% 73% 92% 80% 69% 56%
Avg Max Decline   5.86% 8.56% 8.19% 7.39% 7.24% 7.16% 12.62% 11.57% 8.87% 9.30% 6.73%
Max Decline   6.64% 20.21% 15.80% 16.09% 16.30% 14.03% 22.81% 19.07% 19.01% 35.58% 15.43%
Avg Days To Max Decline   19 19 22 17 13 21 23 20 22 9 7
Avg Max Increase   -3.69% -2.21% -2.55% -0.99% -1.37% -2.69% -1.94% -2.88% -3.51% -3.54% -1.50%
Max Increase   -10.16% -6.04% -6.62% -2.95% -6.09% -14.65% -4.83% -11.33% -8.21% -9.99% -2.14%
Avg Days to Max Increase   14 11 10 4 5 11 8 11 7 8 2
2010 Contract Condition   Yes     Yes     Yes Yes Yes Yes  
Action   No     No     Yes Yes Yes Yes  
High 13.14 13.32 14.52 14.70 14.85 15.14 16.00 16.46 15.42 14.89 13.97 13.44
Low 12.72 12.82 12.88 14.00 13.80 13.87 15.14 14.76 13.74 13.53 12.13 11.93
Close/Last 13.14 12.88 14.52 14.70 14.05 15.14 15.84 15.15 14.51 13.76 12.22 12.36

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!!!