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 Dow Jones Transportation 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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   27 27 31 26 24 20 21 18 16 33 32
Exceeded High   25 22 26 21 16 16 17 13 16 30 25
Scenario Percentage   93% 81% 84% 81% 67% 80% 81% 72% 100% 91% 78%
Avg Max Increase   7.90% 8.37% 9.72% 6.23% 8.51% 8.35% 7.18% 8.90% 10.27% 7.68% 4.42%
Max Increase   18.41% 19.90% 28.84% 13.17% 18.59% 21.17% 20.58% 22.99% 28.74% 21.22% 8.91%
Avg Days To Max Increase   17 21 18 15 22 14 15 20 20 18 17
Avg Max Decline   -2.29% -1.93% -1.83% -2.12% -2.57% -2.17% -2.83% -2.52% -2.60% -2.37% -1.06%
Max Decline   -7.66% -5.48% -6.03% -7.65% -6.65% -9.97% -9.31% -8.42% -8.89% -9.74% -3.96%
Avg Days to Max Decline   9 10 8 6 11 7 9 9 7 13 5
2016 Contract Condition     Yes Yes       Yes Yes Yes   Yes
Action     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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   18 18 14 18 20 25 24 27 28 12 12
Penetrated Low   14 13 8 12 17 18 21 15 17 6 8
Scenario Percentage   78% 72% 57% 67% 85% 72% 88% 56% 61% 50% 67%
Avg Max Decline   8.37% 6.92% 7.77% 7.42% 6.35% 9.67% 9.79% 13.07% 12.09% 10.12% 5.35%
Max Decline   28.05% 14.61% 14.59% 16.85% 13.57% 24.93% 25.62% 36.57% 36.98% 25.14% 9.13%
Avg Days To Max Decline   12 13 25 19 18 17 18 17 16 14 10
Avg Max Increase   -2.58% -1.93% -1.78% -2.51% -3.69% -3.10% -1.88% -2.34% -2.91% -3.41% -1.96%
Max Increase   -9.17% -4.17% -5.22% -4.23% -11.88% -8.33% -5.73% -5.56% -6.67% -6.22% -5.12%
Avg Days to Max Increase   5 7 10 7 9 9 6 11 8 14 2
2016 Contract Condition   Yes     Yes Yes Yes       Yes  
Action   No     Yes Yes No       No  
High 8209.00 7491.00 7464.00 8114.00 8149.00 7955.00 7951.00 8048.00 7951.00 8106.00 8172.00 9044.00
Low 7361.00 6403.00 6656.00 7369.00 7624.00 7470.00 7029.00 7329.00 7623.00 7712.00 7886.00 7959.00
Close/Last 7509.00 6907.00 7345.00 7944.00 7872.00 7798.00 7485.00 7846.00 7879.00 8079.00 8058.00 8982.00

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

Learn more: https://www.mrci.com/tutorials/supercharts.pdf