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 Value Line Index as of Oct 29, 2021
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   37 38 38 38 38 38 38 38 38 38 38
Closed Higher   22 25 26 24 26 20 21 21 19 24 28
Exceeded High   20 23 24 21 22 17 20 16 16 20 25
Scenario Percentage   91% 92% 92% 88% 85% 85% 95% 76% 84% 83% 89%
Avg Max Increase   5.96% 5.66% 6.94% 6.99% 5.76% 6.56% 4.80% 3.80% 6.05% 8.04% 3.45%
Max Increase   15.27% 17.47% 33.15% 21.94% 14.55% 20.76% 15.65% 11.06% 15.29% 26.21% 8.69%
Avg Days To Max Increase   18 19 19 14 18 19 16 15 20 23 19
Avg Max Decline   -0.66% -1.42% -1.88% -1.80% -1.42% -1.43% -2.40% -1.97% -2.86% -1.11% -1.04%
Max Decline   -3.17% -5.34% -7.87% -10.85% -6.07% -7.11% -8.30% -7.81% -10.96% -5.28% -4.57%
Avg Days to Max Decline   7 7 10 7 9 6 13 12 9 9 4
2021 Contract Condition   Yes Yes Yes Yes Yes Yes   Yes   Yes  
Action   Yes Yes Yes Yes Yes No   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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   37 38 38 38 38 38 38 38 38 38 38
Closed Lower   15 12 12 14 12 16 17 17 18 14 10
Penetrated Low   9 7 8 7 8 9 13 10 12 8 5
Scenario Percentage   60% 58% 67% 50% 67% 56% 76% 59% 67% 57% 50%
Avg Max Decline   11.45% 11.96% 4.74% 5.85% 8.67% 12.68% 10.42% 8.92% 12.51% 7.68% 2.28%
Max Decline   42.43% 36.41% 8.13% 14.21% 27.60% 21.92% 23.82% 20.78% 46.75% 32.22% 3.78%
Avg Days To Max Decline   14 14 15 18 18 17 16 16 19 11 10
Avg Max Increase   -2.06% -1.53% -1.32% -1.59% -1.42% -1.22% -1.41% -2.93% -1.28% -1.83% -1.58%
Max Increase   -7.04% -4.10% -4.06% -2.38% -3.10% -3.28% -6.60% -9.97% -3.54% -4.35% -7.22%
Avg Days to Max Increase   5 7 6 13 12 6 6 13 8 7 3
2021 Contract Condition               Yes   Yes    
Action               No   Not Yet    
High 7960.00 8508.00 9015.00 9373.00 9595.00 9662.00 9841.00 9774.00 9767.00 9810.00 9945.00  
Low 7459.00 7755.00 8115.00 8515.00 9080.00 9181.00 9403.00 9087.00 9256.00 9224.00 9368.00  
Close/Last 7913.00 8115.00 8714.00 9080.00 9430.00 9629.00 9696.00 9587.00 9700.00 9393.00 9806.00  

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php
MRCI is delighted to provide our 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