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 Soybeans(CBOT) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 36 45 45 45 45 45 45 45 45 45 45
Closed Higher 15 25 23 25 25 25 23 23 23 18 22
Exceeded High 13 16 19 20 21 19 16 19 20 9 11
Scenario Percentage 87% 64% 83% 80% 84% 76% 70% 83% 87% 50% 50%
Avg Max Increase 7.03% 7.60% 8.25% 8.51% 8.18% 8.83% 19.67% 18.57% 14.77% 10.17% 5.70%
Max Increase 17.59% 27.24% 31.20% 24.92% 19.61% 23.39% 72.72% 63.92% 57.58% 35.50% 12.43%
Avg Days To Max Increase 24 19 19 17 17 21 21 16 14 12 8
Avg Max Decline -1.67% -1.75% -1.74% -1.35% -1.46% -1.76% -1.38% -3.00% -2.53% -2.95% -1.02%
Max Decline -5.12% -3.61% -9.46% -6.46% -8.16% -5.66% -5.04% -27.40% -30.23% -6.99% -3.34%
Avg Days to Max Decline 6 9 9 6 8 14 7 7 5 6 2
2009 Contract Condition     Yes     Yes Yes Yes   Yes Yes
Action     Yes     Yes Yes Yes   Yes 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 36 45 45 45 45 45 45 45 45 45 45
Closed Lower 21 20 22 20 20 18 22 21 22 27 22
Penetrated Low 15 14 14 15 14 13 16 19 22 23 13
Scenario Percentage 71% 70% 64% 75% 70% 72% 73% 90% 100% 85% 59%
Avg Max Decline 6.66% 6.19% 6.25% 5.84% 6.13% 5.28% 7.71% 7.76% 9.80% 5.01% 15.97%
Max Decline 16.96% 25.58% 26.57% 18.36% 18.22% 13.61% 16.47% 19.61% 29.71% 16.53% 59.51%
Avg Days To Max Decline 16 11 15 13 11 16 17 21 12 8 10
Avg Max Increase -2.23% -1.29% -1.10% -1.62% -1.68% -1.68% -2.53% -3.60% -2.97% -2.19% -2.49%
Max Increase -6.25% -4.07% -3.35% -6.24% -3.74% -4.26% -8.75% -11.49% -12.68% -12.88% -11.86%
Avg Days to Max Increase 6 6 8 6 7 7 8 12 7 6 5
2009 Contract Condition Yes Yes   Yes Yes       Yes    
Action Yes Yes   Yes Yes       Yes    
High 1107.00 1008.75 1006.75 1042.00 990.25 928.00 989.75 1101.50 1135.50 1081.00 1164.75
Low 876.75 859.25 803.00 952.00 831.50 798.50 901.75 980.50 999.00 912.75 976.75
Close/Last 967.00 908.00 1006.75 968.00 840.00 906.50 980.50 1096.50 1030.00 1044.00 1100.00

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