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, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   41 44 45 45 45 45 45 45 45 45 45
Closed Higher   22 26 28 21 23 21 17 16 21 18 16
Exceeded High   16 20 20 14 17 18 12 13 15 11 8
Scenario Percentage   73% 77% 71% 67% 74% 86% 71% 81% 71% 61% 50%
Avg Max Increase   7.75% 7.47% 7.07% 11.12% 12.42% 9.78% 12.52% 10.43% 14.11% 14.13% 8.43%
Max Increase   19.84% 17.15% 30.19% 28.79% 63.12% 45.71% 37.07% 35.10% 39.86% 32.52% 15.49%
Avg Days To Max Increase   17 14 17 19 15 15 18 15 14 13 9
Avg Max Decline   -3.33% -2.28% -2.08% -3.36% -3.00% -2.10% -4.28% -3.39% -2.48% -1.72% -1.31%
Max Decline   -7.47% -7.27% -11.64% -15.44% -9.19% -8.18% -14.54% -7.75% -9.71% -6.71% -3.08%
Avg Days to Max Decline   11 10 11 12 11 10 11 11 6 5 1
2014 Contract Condition     Yes Yes       Yes Yes Yes    
Action     Yes No       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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   41 44 45 45 45 45 45 45 45 45 45
Closed Lower   19 18 17 24 21 24 27 28 24 27 28
Penetrated Low   13 11 13 19 14 22 21 22 20 24 16
Scenario Percentage   68% 61% 76% 79% 67% 92% 78% 79% 83% 89% 57%
Avg Max Decline   8.83% 9.65% 7.94% 7.97% 7.59% 6.92% 7.64% 7.22% 8.02% 7.85% 4.76%
Max Decline   35.92% 25.45% 17.31% 25.84% 20.52% 13.83% 18.54% 22.04% 15.90% 27.74% 8.85%
Avg Days To Max Decline   15 19 14 18 18 15 18 19 16 10 8
Avg Max Increase   -1.75% -2.51% -2.13% -1.65% -2.31% -2.11% -2.60% -4.00% -3.47% -2.76% -1.22%
Max Increase   -5.33% -7.94% -8.73% -4.55% -8.23% -7.30% -6.17% -11.42% -26.19% -8.01% -3.53%
Avg Days to Max Increase   6 10 5 8 12 9 13 13 9 10 2
2014 Contract Condition   Yes     Yes Yes Yes       Yes Yes
Action   Yes     Yes Yes No       Yes Yes
High 719.50 690.00 695.50 710.75 687.75 675.00 620.50 624.75 725.25 724.75 744.00 626.75
Low 671.00 654.00 650.00 669.00 652.25 611.25 557.25 560.00 616.00 663.75 625.50 555.75
Close/Last 689.00 666.50 677.00 683.50 670.75 616.75 561.50 608.25 701.50 721.50 627.25 564.75

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