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 Dec 30, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 24 22 23 25 21 17 28 17 23 25
Exceeded High   20 18 17 19 20 16 12 24 14 16 9
Scenario Percentage   87% 75% 77% 83% 80% 76% 71% 86% 82% 70% 36%
Avg Max Increase   8.53% 7.90% 11.14% 19.46% 15.72% 13.57% 12.27% 10.64% 16.86% 14.16% 13.87%
Max Increase   25.95% 16.47% 36.01% 60.31% 36.09% 31.19% 29.58% 39.86% 31.35% 79.78% 58.73%
Avg Days To Max Increase   20 20 15 16 15 16 17 16 14 11 10
Avg Max Decline   -2.17% -2.46% -2.07% -2.42% -2.79% -1.89% -5.11% -2.03% -2.75% -2.16% -0.78%
Max Decline   -7.74% -8.70% -4.80% -7.71% -21.10% -10.98% -13.58% -15.85% -7.84% -7.05% -3.44%
Avg Days to Max Decline   8 12 13 8 8 6 9 8 5 6 1
2016 Contract Condition   Yes   Yes Yes Yes Yes       Yes Yes
Action   No   Yes Yes Yes No       Not Yet 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 21 23 22 20 24 28 17 28 22 20
Penetrated Low   16 14 16 16 19 20 21 15 24 16 11
Scenario Percentage   76% 67% 70% 73% 95% 83% 75% 88% 86% 73% 55%
Avg Max Decline   6.88% 8.04% 6.17% 7.68% 6.67% 10.37% 8.00% 9.98% 7.28% 7.02% 6.38%
Max Decline   19.62% 25.08% 20.77% 13.77% 18.87% 27.18% 24.50% 34.83% 19.87% 21.72% 24.99%
Avg Days To Max Decline   14 15 17 16 19 15 16 17 14 12 9
Avg Max Increase   -1.22% -2.34% -2.72% -2.35% -4.79% -2.77% -1.89% -2.29% -2.23% -2.32% -0.98%
Max Increase   -5.77% -7.61% -9.16% -9.66% -16.12% -12.96% -8.26% -7.05% -7.10% -7.41% -3.13%
Avg Days to Max Increase   4 8 8 10 11 5 8 6 11 5 1
2016 Contract Condition     Yes         Yes Yes Yes    
Action     No         Yes Yes No    
High 299.20 284.40 281.40 283.80 332.50 379.20 418.70 402.20 346.70 321.30 328.80 326.90
Low 277.50 274.30 267.20 268.80 274.10 326.60 367.60 330.20 305.50 294.10 295.30 304.80
Close/Last 278.00 279.50 270.10 278.80 329.80 372.10 401.00 347.70 306.70 299.60 316.10 316.40

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