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 September Rough Rice(CBOT) as of Dec 06, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   25 28 34 35 38 38 38 38 38 38 38
Closed Higher   8 19 14 16 16 24 20 17 13 21 16
Exceeded High   4 13 11 15 14 22 13 14 9 15 10
Scenario Percentage   50% 68% 79% 94% 88% 92% 65% 82% 69% 71% 63%
Avg Max Increase   5.40% 6.05% 7.28% 7.35% 10.37% 9.30% 6.85% 6.20% 9.02% 10.90% 8.03%
Max Increase   11.11% 25.44% 23.19% 23.16% 34.06% 26.96% 22.02% 11.61% 21.03% 65.96% 39.29%
Avg Days To Max Increase   20 19 17 17 19 17 12 18 16 14 11
Avg Max Decline   -1.35% -1.03% -1.76% -1.70% -1.13% -1.64% -1.82% -3.78% -2.83% -2.50% -1.59%
Max Decline   -2.87% -7.69% -4.80% -6.96% -4.59% -6.85% -5.28% -12.46% -5.52% -9.44% -3.97%
Avg Days to Max Decline   2 7 13 5 9 10 5 13 11 8 5
2024 Contract Condition     Yes Yes     Yes Yes Yes      
Action     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   25 28 34 35 38 38 38 38 38 38 38
Closed Lower   17 9 19 19 22 14 18 20 24 17 22
Penetrated Low   12 7 15 18 17 10 15 17 19 11 9
Scenario Percentage   71% 78% 79% 95% 77% 71% 83% 85% 79% 65% 41%
Avg Max Decline   5.67% 7.20% 6.70% 7.20% 7.48% 11.15% 7.47% 10.08% 8.83% 9.50% 3.40%
Max Decline   16.73% 12.53% 19.93% 17.53% 21.93% 28.05% 22.07% 23.56% 25.86% 23.73% 5.57%
Avg Days To Max Decline   15 25 16 16 22 16 16 17 19 17 10
Avg Max Increase   -0.98% -1.35% -1.24% -1.33% -1.99% -2.66% -3.06% -3.11% -3.47% -2.43% -1.30%
Max Increase   -4.70% -3.16% -4.47% -7.30% -7.03% -6.49% -11.65% -8.59% -16.01% -7.27% -3.52%
Avg Days to Max Increase   8 7 6 8 10 7 17 7 9 6 3
2024 Contract Condition   Yes     Yes Yes       Yes Yes Yes
Action   No     Yes No       Yes Not Yet Not Yet
High 15.61 15.60 15.56 15.62 15.67 15.49 14.65 15.30 15.80 15.83 15.47 15.40
Low 15.10 15.21 15.33 15.42 15.35 14.22 14.25 14.53 15.10 15.18 14.15 14.48
Close/Last 15.45 15.40 15.52 15.57 15.37 14.36 14.55 15.20 15.78 15.39 15.25 15.02

Banner

Newsflash

Central banks bought big, but the COT report waves a red flag. Seasonal gains await—Market players, read or regret! https://tinyurl.com/4antcta9