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 September Wheat(CBOT) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   40 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 20 22 22 20 15 23 18 16 23 26
Exceeded High   18 15 17 17 12 11 16 13 12 15 14
Scenario Percentage   72% 75% 77% 77% 60% 73% 70% 72% 75% 65% 54%
Avg Max Increase   6.67% 10.02% 11.60% 10.15% 12.00% 11.39% 14.49% 15.77% 19.41% 18.54% 5.50%
Max Increase   29.85% 27.85% 60.26% 45.64% 35.48% 33.54% 42.22% 33.42% 75.12% 49.18% 19.81%
Avg Days To Max Increase   14 19 16 16 18 17 15 17 18 13 6
Avg Max Decline   -1.81% -3.33% -2.53% -2.00% -4.77% -3.12% -2.05% -2.75% -2.53% -1.78% -0.31%
Max Decline   -10.90% -14.23% -8.92% -7.48% -13.13% -6.84% -9.37% -9.76% -8.89% -5.44% -2.21%
Avg Days to Max Decline   8 14 11 10 16 13 4 9 6 5 1
2013 Contract Condition   Yes           Yes     Yes  
Action   Yes           No     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   40 45 45 45 45 45 45 45 45 45 45
Closed Lower   15 25 22 23 25 30 22 27 29 22 19
Penetrated Low   10 20 15 22 22 24 18 24 23 16 6
Scenario Percentage   67% 80% 68% 96% 88% 80% 82% 89% 79% 73% 32%
Avg Max Decline   6.45% 6.71% 6.35% 6.58% 6.31% 6.44% 7.69% 9.40% 9.04% 7.26% 5.76%
Max Decline   13.24% 25.36% 20.09% 13.35% 17.06% 21.09% 14.72% 28.85% 20.69% 19.50% 10.43%
Avg Days To Max Decline   13 19 17 16 19 18 19 20 18 17 6
Avg Max Increase   -1.92% -1.39% -2.21% -2.24% -3.07% -3.70% -3.44% -2.63% -2.72% -3.38% -0.61%
Max Increase   -8.09% -4.64% -7.93% -8.05% -17.63% -10.72% -24.72% -7.77% -9.69% -18.95% -2.84%
Avg Days to Max Increase   5 8 12 9 15 14 10 9 6 7 2
2013 Contract Condition     Yes Yes Yes Yes Yes   Yes Yes   Yes
Action     Yes Yes Yes Yes Yes   Yes Yes   Not Yet
High 892.00 887.50 905.75 888.00 821.75 810.00 746.75 745.00 744.00 724.00 696.75 667.50
Low 826.25 832.00 846.00 797.00 765.25 712.00 694.50 673.75 681.50 656.00 648.00 623.00
Close/Last 868.75 882.25 878.75 807.00 801.50 725.25 699.25 740.25 715.50 657.75 664.25 643.25

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.