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 July Wheat(CBOT) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 35 43 45 45 45 45 45 45 45 45 45
Closed Higher 20 26 29 21 21 20 15 16 19 21 15
Exceeded High 15 19 21 14 14 17 10 11 15 13 6
Scenario Percentage 75% 73% 72% 67% 67% 85% 67% 69% 79% 62% 40%
Avg Max Increase 7.81% 6.80% 6.26% 9.28% 9.11% 7.26% 11.54% 10.09% 15.48% 13.16% 5.82%
Max Increase 19.84% 10.67% 30.19% 28.79% 28.15% 19.63% 37.07% 35.10% 39.86% 32.52% 9.02%
Avg Days To Max Increase 16 13 17 17 16 16 20 15 16 14 7
Avg Max Decline -3.09% -1.86% -1.74% -2.13% -2.61% -2.28% -4.20% -2.97% -2.27% -1.74% -1.25%
Max Decline -7.47% -7.27% -7.47% -5.96% -9.19% -8.18% -14.54% -7.75% -9.71% -6.71% -3.08%
Avg Days to Max Decline 10 9 11 11 11 10 12 11 6 6 1
2007 Contract Condition Yes Yes   Yes     Yes   Yes Yes Yes
Action Yes Yes   No     Yes   Yes 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 35 43 45 45 45 45 45 45 45 45 45
Closed Lower 15 17 16 24 23 25 28 28 26 24 29
Penetrated Low 10 9 12 19 15 22 22 21 22 23 18
Scenario Percentage 67% 53% 75% 79% 65% 88% 79% 75% 85% 96% 62%
Avg Max Decline 6.54% 8.12% 7.36% 6.60% 5.62% 6.16% 6.65% 6.40% 7.51% 5.97% 7.21%
Max Decline 16.86% 15.11% 17.31% 25.84% 20.52% 12.71% 15.82% 18.62% 15.90% 13.18% 33.91%
Avg Days To Max Decline 15 19 15 17 18 17 21 19 18 11 10
Avg Max Increase -2.23% -2.18% -1.58% -1.46% -1.75% -1.87% -2.53% -3.37% -2.24% -3.05% -2.80%
Max Increase -5.33% -7.23% -4.56% -4.55% -8.23% -6.15% -6.17% -9.76% -7.68% -8.01% -20.17%
Avg Days to Max Increase 8 11 5 8 10 8 12 12 9 11 4
2007 Contract Condition     Yes   Yes Yes   Yes      
Action     No   Yes Yes   Yes      
High 457.00 467.50 485.00 509.00 508.00 501.00 518.00 501.75 533.75 524.00 633.75
Low 411.00 421.00 437.00 453.75 474.50 460.50 472.00 445.00 426.00 468.00 514.50
Close/Last 455.00 460.00 458.50 505.00 497.50 488.00 498.50 453.75 495.50 517.00 582.00

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