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 21, 2022
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   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   27 19 22 24 20 17 23 17 17 21 23
Exceeded High   17 14 18 17 13 13 17 11 11 14 11
Scenario Percentage   63% 74% 82% 71% 65% 76% 74% 65% 65% 67% 48%
Avg Max Increase   6.20% 8.81% 10.57% 9.33% 13.31% 10.67% 12.47% 15.07% 19.84% 13.94% 6.08%
Max Increase   17.88% 20.85% 60.26% 45.64% 35.48% 33.54% 42.22% 33.42% 75.12% 40.91% 19.81%
Avg Days To Max Increase   16 19 15 14 18 17 13 19 16 12 7
Avg Max Decline   -2.40% -3.79% -2.45% -2.01% -4.40% -3.46% -2.54% -2.40% -3.25% -2.46% -0.16%
Max Decline   -10.90% -14.23% -8.92% -7.48% -13.13% -6.84% -9.37% -8.03% -10.30% -8.14% -1.61%
Avg Days to Max Decline   12 15 10 10 12 12 5 8 6 6 1
2021 Contract Condition   Yes   Yes Yes Yes   Yes   Yes Yes Yes
Action   Yes   Yes No Yes   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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   17 26 22 21 25 28 22 28 28 24 22
Penetrated Low   12 22 15 20 22 22 18 24 24 20 8
Scenario Percentage   71% 85% 68% 95% 88% 79% 82% 86% 86% 83% 36%
Avg Max Decline   6.17% 5.87% 6.28% 6.52% 6.51% 6.84% 7.03% 10.87% 9.43% 7.78% 5.38%
Max Decline   13.24% 16.65% 12.31% 13.35% 17.06% 21.09% 14.72% 28.85% 20.69% 19.50% 10.43%
Avg Days To Max Decline   14 16 18 15 18 18 19 21 19 16 7
Avg Max Increase   -1.97% -1.48% -2.50% -2.12% -3.00% -3.37% -3.61% -3.26% -2.63% -4.41% -0.22%
Max Increase   -8.09% -4.64% -7.93% -7.03% -17.63% -10.72% -24.72% -12.25% -9.69% -18.95% -2.84%
Avg Days to Max Increase   5 9 14 10 14 12 9 9 6 8 2
2021 Contract Condition     Yes       Yes   Yes      
Action     Yes       No   Yes      
High 595.50 625.75 620.25 632.00 669.50 667.75 653.75 766.50 767.75 708.50 718.00 774.75
Low 553.25 574.50 589.00 575.25 616.50 616.50 594.00 603.75 642.75 632.25 609.50 690.25
Close/Last 586.75 594.75 591.50 630.25 641.50 646.25 617.25 732.25 667.25 679.50 703.75 706.75

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!