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 December Soybean Meal(CBOT) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 38 44 45 45 45 45 45 45 45 45 45
Closed Higher 19 26 18 22 26 23 16 30 20 24 25
Exceeded High 18 20 13 18 22 19 11 25 16 17 12
Scenario Percentage 95% 77% 72% 82% 85% 83% 69% 83% 80% 71% 48%
Avg Max Increase 8.11% 6.50% 9.31% 17.75% 14.17% 10.40% 12.00% 9.89% 14.65% 12.26% 9.61%
Max Increase 25.95% 16.47% 30.82% 60.31% 36.09% 31.19% 29.58% 39.86% 31.35% 67.64% 48.02%
Avg Days To Max Increase 20 18 15 18 14 15 17 15 15 10 9
Avg Max Decline -2.14% -2.23% -1.95% -1.59% -2.32% -2.08% -5.23% -1.48% -2.15% -2.06% -0.98%
Max Decline -7.74% -8.70% -4.80% -6.63% -21.10% -10.98% -13.58% -3.74% -7.84% -7.05% -4.87%
Avg Days to Max Decline 7 13 14 6 8 9 13 9 5 7 2
2007 Contract Condition Yes Yes     Yes Yes   Yes Yes   Yes
Action Yes No     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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 38 44 45 45 45 45 45 45 45 45 45
Closed Lower 18 18 27 23 19 22 28 15 25 21 20
Penetrated Low 15 11 19 18 16 19 20 12 21 15 15
Scenario Percentage 83% 61% 70% 78% 84% 86% 71% 80% 84% 71% 75%
Avg Max Decline 5.84% 8.18% 5.18% 6.30% 7.33% 9.63% 5.46% 8.20% 5.82% 5.94% 14.36%
Max Decline 13.72% 25.08% 20.77% 13.77% 18.87% 27.18% 12.81% 32.73% 19.87% 21.72% 42.59%
Avg Days To Max Decline 15 15 15 15 22 16 13 16 14 11 12
Avg Max Increase -1.25% -2.62% -1.83% -1.97% -5.40% -2.51% -1.58% -2.17% -2.06% -2.37% -1.90%
Max Increase -5.77% -7.61% -9.16% -9.66% -16.12% -12.96% -8.26% -7.05% -5.58% -7.41% -5.35%
Avg Days to Max Increase 4 9 8 7 15 5 7 5 10 5 3
2007 Contract Condition     Yes Yes     Yes     Yes  
Action     Yes No     No     Not Yet  
High 232.00 251.70 246.00 234.50 229.30 248.30 267.10 250.00 293.00 286.00 298.20
Low 203.50 224.50 223.00 204.00 207.20 224.20 220.50 220.70 246.20 259.90 270.00
Close/Last 225.10 243.60 227.70 208.20 224.50 240.50 224.90 245.70 282.00 279.60 288.30

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy