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 March E-mini DJIA Index(CBOT) as of May 10, 2021
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   20 20 20 21 21 22 23 24 24 24 24
Closed Higher   17 11 9 13 13 11 15 19 18 11 15
Exceeded High   14 9 8 10 10 10 15 17 16 9 12
Scenario Percentage   82% 82% 89% 77% 77% 91% 100% 89% 89% 82% 80%
Avg Max Increase   3.97% 4.57% 4.38% 5.16% 4.28% 6.87% 6.19% 4.98% 4.84% 4.74% 3.28%
Max Increase   13.94% 8.90% 11.19% 10.07% 7.06% 19.70% 12.55% 9.91% 8.49% 6.92% 6.93%
Avg Days To Max Increase   12 23 18 18 14 19 21 19 19 16 12
Avg Max Decline   -0.93% -1.92% -1.31% -1.43% -1.47% -1.91% -1.25% -1.48% -1.58% -0.72% -0.75%
Max Decline   -7.15% -4.56% -3.55% -4.88% -7.04% -4.85% -6.33% -4.91% -7.11% -2.72% -2.12%
Avg Days to Max Decline   7 18 13 11 9 4 11 11 10 7 2
2021 Contract Condition   Yes Yes Yes Yes Yes     Yes Yes   Yes
Action   Yes Yes Yes Yes Yes     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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   20 20 20 21 21 22 23 24 24 24 24
Closed Lower   3 9 11 8 8 11 8 5 6 13 9
Penetrated Low   1 7 8 7 4 8 5 2 5 8 7
Scenario Percentage   33% 78% 73% 88% 50% 73% 63% 40% 83% 62% 78%
Avg Max Decline   3.90% 5.00% 5.55% 9.61% 8.55% 8.76% 10.27% 8.77% 10.87% 9.33% 7.87%
Max Decline   3.90% 13.66% 13.38% 24.83% 20.53% 31.84% 20.24% 15.12% 19.65% 29.52% 21.65%
Avg Days To Max Decline   17 9 14 14 9 17 19 21 21 7 13
Avg Max Increase   0.09% -0.28% -1.48% -1.40% -2.06% -1.68% -2.57% -3.77% -2.79% -2.07% -2.03%
Max Increase   0.09% -3.29% -3.96% -6.38% -5.44% -4.31% -4.75% -4.71% -6.40% -4.78% -6.75%
Avg Days to Max Increase   5 5 6 6 8 10 6 8 7 4 5
2021 Contract Condition             Yes Yes     Yes  
Action             Yes No     Yes  
High 21958 24279 25218 27316 26871 28483 28859 28754 30058 30526 31188 32033
Low 18147 20355 22894 24730 25282 26186 26326 25860 26084 29318 29754 29552
Close/Last 21302 23975 25214 25617 26218 28178 27565 26296 29526 30497 29879 30912

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