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 30-Year T-Bonds(CBOT) as of Dec 30, 2011
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   32 32 32 34 34 34 34 34 35 35 35
Closed Higher   17 15 12 15 15 25 19 23 19 18 26
Exceeded High   11 10 8 14 15 18 19 21 16 16 16
Scenario Percentage   65% 67% 67% 93% 100% 72% 100% 91% 84% 89% 62%
Avg Max Increase   3.22% 3.85% 7.11% 6.30% 4.50% 4.89% 5.25% 4.89% 4.20% 4.54% 2.93%
Max Increase   6.77% 11.95% 21.24% 13.90% 8.88% 12.26% 16.06% 17.57% 11.82% 13.48% 11.21%
Avg Days To Max Increase   12 17 17 17 18 18 15 17 15 11 12
Avg Max Decline   -0.31% -1.07% -0.83% -0.85% -0.56% -1.19% -0.74% -1.08% -0.90% -0.98% -0.66%
Max Decline   -1.75% -2.31% -3.17% -2.49% -2.03% -4.65% -3.58% -3.02% -2.56% -3.07% -1.52%
Avg Days to Max Decline   4 11 5 8 7 10 3 7 6 6 3
2011 Contract Condition         Yes Yes   Yes Yes Yes   Yes
Action         Yes Yes   Yes Yes No   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 Feb Feb Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   32 32 32 34 34 34 34 34 35 35 35
Closed Lower   15 17 19 18 19 9 15 11 16 17 9
Penetrated Low   11 15 14 16 11 5 12 8 10 12 5
Scenario Percentage   73% 88% 74% 89% 58% 56% 80% 73% 63% 71% 56%
Avg Max Decline   5.02% 3.14% 4.42% 4.24% 3.69% 5.48% 4.31% 6.22% 5.01% 2.93% 3.12%
Max Decline   15.24% 7.81% 11.60% 9.68% 6.80% 11.69% 10.89% 12.39% 11.46% 8.07% 6.48%
Avg Days To Max Decline   17 21 20 15 15 16 18 22 13 12 11
Avg Max Increase   -0.65% -1.53% -1.32% -0.51% -0.93% -0.91% -2.09% -1.67% -1.42% -1.15% -0.92%
Max Increase   -2.26% -6.13% -5.07% -1.95% -3.14% -1.62% -5.17% -5.05% -5.70% -3.56% -1.58%
Avg Days to Max Increase   12 13 12 5 4 6 9 11 7 9 4
2011 Contract Condition             Yes       Yes  
Action             No       Not Yet  
High       118~170 119~140 123~230 125~160 127~000 139~250 147~000 146~130 145~140
Low       116~250 115~150 119~140 120~280 121~010 125~280 135~010 135~050 139~120
Close/Last       117~080 119~140 123~120 121~180 126~210 136~010 142~200 139~010 141~200

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!