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 November 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Higher   24 25 24 24 23 21 21 20 24 16 27
Exceeded High   19 22 21 21 18 20 18 14 19 12 17
Scenario Percentage   79% 88% 88% 88% 78% 95% 86% 70% 79% 75% 63%
Avg Max Increase   8.73% 7.21% 6.84% 6.97% 16.29% 14.24% 16.02% 10.03% 9.36% 10.28% 4.34%
Max Increase   28.07% 21.06% 13.83% 25.93% 56.55% 31.40% 56.14% 33.40% 36.42% 20.87% 9.76%
Avg Days To Max Increase   20 16 15 18 17 14 14 14 17 11 9
Avg Max Decline   -2.09% -1.99% -1.70% -1.87% -2.17% -2.73% -0.64% -2.82% -1.28% -3.02% -0.88%
Max Decline   -8.74% -7.68% -6.96% -6.24% -9.87% -11.83% -2.43% -9.48% -4.33% -6.99% -4.53%
Avg Days to Max Decline   11 9 7 13 10 8 3 7 6 7 2
2012 Contract Condition   Yes   Yes Yes Yes   Yes Yes Yes    
Action   Yes   Yes 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Lower   19 20 21 21 22 24 24 25 21 29 18
Penetrated Low   12 14 16 15 14 21 23 19 16 23 5
Scenario Percentage   63% 70% 76% 71% 64% 88% 96% 76% 76% 79% 28%
Avg Max Decline   7.59% 5.86% 5.94% 4.99% 8.29% 7.07% 9.32% 7.16% 9.58% 7.70% 4.84%
Max Decline   25.13% 17.95% 18.58% 13.02% 14.78% 17.02% 27.55% 26.00% 37.69% 21.05% 9.45%
Avg Days To Max Decline   17 13 12 15 19 21 14 14 13 15 10
Avg Max Increase   -1.76% -1.58% -1.96% -2.27% -2.91% -4.16% -3.41% -2.46% -1.92% -1.94% -1.42%
Max Increase   -6.81% -6.50% -3.94% -7.52% -9.28% -13.29% -12.72% -14.59% -8.34% -6.42% -2.34%
Avg Days to Max Increase   9 4 9 9 11 14 7 9 6 5 3
2012 Contract Condition     Yes       Yes       Yes Yes
Action     No       Yes       Yes Yes
High 1239.25 1214.00 1231.00 1293.75 1370.00 1396.50 1394.50 1439.75 1691.50 1771.25 1789.00 1600.00
Low 1119.50 1115.75 1163.50 1203.25 1278.25 1332.00 1251.25 1244.75 1430.50 1555.25 1557.50 1485.75
Close/Last 1146.75 1204.25 1201.50 1289.00 1358.00 1381.00 1270.25 1427.75 1641.00 1756.50 1601.00 1547.00

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php