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 Sep 29, 2023
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   32 26 27 29 26 27 19 25 21 20 32
Exceeded High   30 23 23 24 22 19 17 20 17 19 26
Scenario Percentage   94% 88% 85% 83% 85% 70% 89% 80% 81% 95% 81%
Avg Max Increase   8.75% 7.98% 8.11% 9.22% 6.90% 8.36% 9.25% 7.15% 8.42% 10.09% 6.60%
Max Increase   25.49% 18.41% 16.40% 28.84% 20.52% 18.59% 24.03% 20.58% 22.99% 28.74% 19.11%
Avg Days To Max Increase   16 17 20 18 13 21 15 15 19 20 16
Avg Max Decline   -1.98% -2.21% -1.78% -1.91% -2.52% -2.49% -1.99% -2.33% -2.50% -2.90% -1.05%
Max Decline   -5.99% -7.66% -5.48% -6.03% -10.41% -6.65% -9.97% -9.31% -8.42% -8.89% -5.07%
Avg Days to Max Decline   8 9 8 8 6 11 8 7 11 10 3
2023 Contract Condition     Yes Yes       Yes Yes      
Action     Yes No       Yes No      
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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   13 19 18 16 19 18 26 20 24 25 13
Penetrated Low   6 13 13 9 13 15 17 17 12 13 4
Scenario Percentage   46% 68% 72% 56% 68% 83% 65% 85% 50% 52% 31%
Avg Max Decline   13.23% 11.14% 8.79% 6.47% 7.09% 6.04% 9.88% 9.55% 14.73% 13.78% 8.86%
Max Decline   18.76% 38.67% 30.97% 11.18% 14.05% 10.86% 24.93% 25.62% 36.57% 36.98% 25.14%
Avg Days To Max Decline   21 12 12 24 18 16 18 18 19 17 14
Avg Max Increase   -2.05% -3.10% -1.87% -2.44% -2.37% -2.83% -2.68% -1.80% -2.52% -3.23% -2.11%
Max Increase   -5.02% -9.17% -4.17% -7.11% -4.64% -8.28% -7.61% -4.10% -5.56% -6.67% -5.35%
Avg Days to Max Increase   5 6 5 14 7 7 8 8 12 9 5
2023 Contract Condition   Yes     Yes Yes Yes     Yes Yes  
Action   No     Yes No No     Yes Not Yet  
High 14798.00 14688.00 14708.00 15888.00 15196.00 14578.00 14224.00 15581.00 16716.00 16574.00 15898.00  
Low 12895.00 13230.00 13256.00 14425.00 13491.00 13400.00 13612.00 13648.00 15272.00 15504.00 14701.00  
Close/Last 14649.00 13392.00 14648.00 14723.00 14439.00 14022.00 13710.00 15530.00 16616.00 15725.00 14969.00  

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