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 Soybeans(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   42 45 45 45 45 45 45 45 45 45 45
Closed Higher   21 22 20 18 24 19 28 24 21 22 24
Exceeded High   17 21 17 12 19 14 21 14 19 15 15
Scenario Percentage   81% 95% 85% 67% 79% 74% 75% 58% 90% 68% 63%
Avg Max Increase   16.10% 15.34% 14.69% 10.84% 9.33% 11.25% 7.50% 8.63% 9.24% 11.08% 6.00%
Max Increase   50.54% 62.34% 54.17% 31.98% 35.74% 20.64% 23.10% 30.54% 59.67% 42.75% 17.09%
Avg Days To Max Increase   16 15 15 17 17 18 19 16 17 10 7
Avg Max Decline   -1.75% -2.66% -0.46% -4.13% -1.34% -2.65% -2.82% -2.25% -2.08% -1.06% -0.30%
Max Decline   -5.58% -14.36% -2.55% -19.86% -3.84% -6.41% -10.06% -6.18% -8.91% -3.54% -2.27%
Avg Days to Max Decline   7 7 3 10 7 6 8 12 9 4 2
2012 Contract Condition         Yes Yes   Yes   Yes   Yes
Action         Yes No   No   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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   42 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 22 25 26 21 25 17 21 24 22 21
Penetrated Low   15 19 23 20 16 22 13 15 19 15 10
Scenario Percentage   71% 86% 92% 77% 76% 88% 76% 71% 79% 68% 48%
Avg Max Decline   7.31% 7.13% 8.51% 6.49% 9.17% 7.24% 8.05% 7.52% 7.28% 5.09% 2.17%
Max Decline   13.07% 14.49% 26.40% 25.44% 37.21% 21.93% 17.56% 29.78% 31.19% 21.15% 4.04%
Avg Days To Max Decline   16 20 14 14 12 13 18 13 17 9 5
Avg Max Increase   -2.67% -3.51% -2.84% -2.30% -1.65% -2.06% -3.25% -2.00% -2.24% -1.65% -1.14%
Max Increase   -6.80% -12.12% -12.72% -13.07% -7.84% -7.66% -6.99% -7.38% -6.19% -6.41% -5.06%
Avg Days to Max Increase   11 11 7 9 5 6 7 8 12 5 2
2012 Contract Condition   Yes Yes Yes     Yes   Yes   Yes  
Action   Yes Yes Yes     Yes   Yes   Not Yet  
High 1404.25 1411.50 1389.00 1412.00 1420.00 1475.75 1469.00 1290.00 1240.50 1219.00 1244.75 1317.50
Low 1238.75 1332.25 1300.00 1299.00 1310.50 1298.75 1194.75 1173.50 1111.75 1104.50 1150.00 1202.00
Close/Last 1394.50 1381.00 1373.00 1307.00 1374.75 1468.75 1198.25 1227.00 1141.00 1207.75 1199.00 1313.50

Banner

Login

Newsflash