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 July Rough Rice(CBOT) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   18 24 25 28 29 29 29 29 29 29 29
Closed Higher   10 13 10 17 12 12 9 13 16 12 11
Exceeded High   8 8 7 9 9 8 9 10 9 10 7
Scenario Percentage   80% 62% 70% 53% 75% 67% 100% 77% 56% 83% 64%
Avg Max Increase   7.92% 6.75% 7.01% 8.41% 10.94% 8.29% 15.06% 14.81% 10.53% 8.38% 4.80%
Max Increase   26.96% 17.78% 13.31% 17.80% 24.41% 33.38% 40.53% 30.64% 24.53% 22.37% 9.55%
Avg Days To Max Increase   19 11 11 16 16 16 21 20 10 12 14
Avg Max Decline   -1.91% -0.68% -1.55% -0.65% -2.58% -1.30% -2.62% -2.62% -2.68% -1.95% -0.92%
Max Decline   -6.01% -5.05% -5.11% -1.57% -11.53% -2.98% -10.82% -7.78% -6.82% -13.01% -3.96%
Avg Days to Max Decline   9 6 6 5 10 8 6 10 4 7 1
2018 Contract Condition   Yes     Yes   Yes     Yes   Yes
Action   Yes     No   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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   18 24 25 28 29 29 29 29 29 29 29
Closed Lower   8 11 15 11 17 17 20 16 13 17 18
Penetrated Low   5 10 12 10 15 16 16 10 11 13 7
Scenario Percentage   63% 91% 80% 91% 88% 94% 80% 63% 85% 76% 39%
Avg Max Decline   7.12% 6.58% 5.99% 6.85% 9.41% 9.46% 9.16% 10.45% 8.50% 8.47% 4.99%
Max Decline   12.38% 12.73% 15.20% 14.46% 22.56% 18.76% 19.56% 30.58% 21.10% 20.07% 10.04%
Avg Days To Max Decline   19 15 14 20 16 15 21 16 11 10 11
Avg Max Increase   -0.82% -1.35% -1.93% -2.75% -1.40% -1.78% -3.12% -3.73% -4.85% -2.70% -2.92%
Max Increase   -2.36% -6.85% -4.90% -13.34% -5.08% -10.88% -7.38% -9.42% -27.43% -11.68% -7.69%
Avg Days to Max Increase   12 8 8 11 6 9 10 10 16 5 3
2018 Contract Condition     Yes Yes   Yes   Yes Yes   Yes  
Action     Yes Yes   Yes   No Yes   Yes  
High 13.11 13.32 13.58 13.12 13.13 13.06 12.91 13.02 12.73 13.28 13.08 12.96
Low 12.21 12.79 12.66 12.33 12.09 12.35 12.10 12.27 12.35 12.42 11.26 10.63
Close/Last 12.96 13.32 12.76 12.33 13.13 12.35 12.90 12.64 12.53 13.07 11.56 11.61

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

Learn more: https://www.mrci.com/tutorials/supercharts.pdf