MRCI's Scenario Summary

MRCI's Scenario^SM Summary

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Scenario^SM Summary Aug 31, 2015

Historical Data

Scenario Data

Current Market Data

Mkt

Cond

Month

Prev
Close

Month
High

Month
Low

Month
Close

Pct
Range

Total
Years

Cond
Years

Action
Years

Pct

Scenario
Objective

Average
Objective

Last
Price

#DJ

Lower

Aug

17690.00

17705.00

15370.00

16528.00

50%

84%

15370.00

14268.88

16528.00

USZ5

Higher

Aug

154~140

161~170

153~210

154~200

12%

92%

161~170

168~069

154~200

TYZ5

Higher

Aug

126~225

129~105

125~265

127~020

35%

92%

129~105

133~006

127~020

EDZ5

Higher

Aug

99.475

99.590

99.410

99.520

61%

96%

99.590

100.095

99.520

EDH6

Higher

Aug

99.305

99.480

99.225

99.380

61%

96%

99.480

100.016

99.380

SFZ5

Higher

Aug

103.82

108.42

101.42

103.91

36%

90%

108.42

114.01

103.91

DXZ5

Lower

Aug

97.760

98.740

92.850

96.135

56%

94%

92.850

89.434

96.135

HOZ5

Higher

Aug

164.48

173.54

142.71

173.54

100%

95%

173.54

188.27

173.54

HOF6

Higher

Aug

166.32

175.24

144.31

175.24

100%

95%

175.24

189.12

175.24

HOG6

Higher

Aug

167.30

176.26

145.28

176.26

100%

95%

176.26

189.95

176.26

NGZ5

Lower

Aug

3.042

3.197

2.878

2.905

92%

2.878

2.517

2.905

NGF6

Lower

Aug

3.152

3.293

2.981

3.016

11%

85%

2.981

2.668

3.016

LEZ5

Higher

Aug

60.450

63.650

57.835

63.625

100%

88%

63.650

68.873

63.625

CCH6

Lower

Aug

3226

3220

2994

3091

43%

84%

2994

2754

3091

DJIA Index: The #DJ(Mkt) ended Lower(Cond) for August(Month). Compared to July's 17690.00(Prev Close), the market ended August at 16528.00(Month Close), that being 50%(Pct Range) off of 15370.00(Month Low) to 17705.00(Month High).

In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the DJIA Index also closed lower in August than July in 19(Cond Years) of those years. Of those 19, the #DJ went on to penetrate the August low within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.

Therefore, the historical odds are high that the the #DJ should penetrate 15370.00(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 16 years) a potential move toward 14268.88(Average Objective).
December 30-Year T-Bonds(CBOT): The USZ5(Mkt) ended Higher(Cond) for August(Month). Compared to July's 154~140(Prev Close), the market ended August at 154~200(Month Close), that being 12%(Pct Range) off of 153~210(Month Low) to 161~170(Month High).

In comparing the July/August closes for each of the last 37 years(Total Years), Scenario found that the December 30-Year T-Bonds(CBOT) also closed higher in August than July in 24(Cond Years) of those years. Of those 24, USZ went on to exceed the August high within the next 2 months in 22 years(Action Years) or 92%(Pct) of the time.

Therefore, the historical odds are high that the USZ should exceed 161~170(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 22 years) a potential move toward 168~069(Average Objective).
December 10-Year T-Notes(CBOT): The TYZ5(Mkt) ended Higher(Cond) for August(Month). Compared to July's 126~225(Prev Close), the market ended August at 127~020(Month Close), that being 35%(Pct Range) off of 125~265(Month Low) to 129~105(Month High).

In comparing the July/August closes for each of the last 33 years(Total Years), Scenario found that the December 10-Year T-Notes(CBOT) also closed higher in August than July in 24(Cond Years) of those years. Of those 24, TYZ went on to exceed the August high within the next 2 months in 22 years(Action Years) or 92%(Pct) of the time.

Therefore, the historical odds are high that the TYZ should exceed 129~105(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 22 years) a potential move toward 133~006(Average Objective).
December Eurodollars(CME): The EDZ5(Mkt) ended Higher(Cond) for August(Month). Compared to July's 99.475(Prev Close), the market ended August at 99.520(Month Close), that being 61%(Pct Range) off of 99.410(Month Low) to 99.590(Month High).

In comparing the July/August closes for each of the last 33 years(Total Years), Scenario found that the December Eurodollars(CME) also closed higher in August than July in 25(Cond Years) of those years. Of those 25, EDZ went on to exceed the August high within the next 2 months in 24 years(Action Years) or 96%(Pct) of the time.

Therefore, the historical odds are high that the EDZ should exceed 99.590(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 24 years) a potential move toward 100.095(Average Objective).
March Eurodollars(CME): The EDH6(Mkt) ended Higher(Cond) for August(Month). Compared to July's 99.305(Prev Close), the market ended August at 99.380(Month Close), that being 61%(Pct Range) off of 99.225(Month Low) to 99.480(Month High).

In comparing the July/August closes for each of the last 33 years(Total Years), Scenario found that the March Eurodollars(CME) also closed higher in August than July in 24(Cond Years) of those years. Of those 24, EDH went on to exceed the August high within the next 2 months in 23 years(Action Years) or 96%(Pct) of the time.

Therefore, the historical odds are high that the EDH should exceed 99.480(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 23 years) a potential move toward 100.016(Average Objective).
December Swiss Franc(CME): The SFZ5(Mkt) ended Higher(Cond) for August(Month). Compared to July's 103.82(Prev Close), the market ended August at 103.91(Month Close), that being 36%(Pct Range) off of 101.42(Month Low) to 108.42(Month High).

In comparing the July/August closes for each of the last 40 years(Total Years), Scenario found that the December Swiss Franc(CME) also closed higher in August than July in 20(Cond Years) of those years. Of those 20, SFZ went on to exceed the August high within the next 2 months in 18 years(Action Years) or 90%(Pct) of the time.

Therefore, the historical odds are high that the SFZ should exceed 108.42(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 18 years) a potential move toward 114.01(Average Objective).
December US Dollar Index(ICE): The DXZ5(Mkt) ended Lower(Cond) for August(Month). Compared to July's 97.760(Prev Close), the market ended August at 96.135(Month Close), that being 56%(Pct Range) off of 92.850(Month Low) to 98.740(Month High).

In comparing the July/August closes for each of the last 29 years(Total Years), Scenario found that the December US Dollar Index(ICE) also closed lower in August than July in 16(Cond Years) of those years. Of those 16, DXZ went on to penetrate the August low within the next 2 months in 15 years(Action Years) or 94%(Pct) of the time.

Therefore, the historical odds are high that the DXZ should penetrate 92.850(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 15 years) a potential move toward 89.434(Average Objective).
December NY Harbor ULSD(NYM): The HOZ5(Mkt) ended Higher(Cond) for August(Month). Compared to July's 164.48(Prev Close), the market ended August at 173.54(Month Close), that being 100%(Pct Range) off of 142.71(Month Low) to 173.54(Month High).

In comparing the July/August closes for each of the last 36 years(Total Years), Scenario found that the December NY Harbor ULSD(NYM) also closed higher in August than July in 19(Cond Years) of those years. Of those 19, HOZ went on to exceed the August high within the next 2 months in 18 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the HOZ should exceed 173.54(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 18 years) a potential move toward 188.27(Average Objective).
January NY Harbor ULSD(NYM): The HOF6(Mkt) ended Higher(Cond) for August(Month). Compared to July's 166.32(Prev Close), the market ended August at 175.24(Month Close), that being 100%(Pct Range) off of 144.31(Month Low) to 175.24(Month High).

In comparing the July/August closes for each of the last 36 years(Total Years), Scenario found that the January NY Harbor ULSD(NYM) also closed higher in August than July in 19(Cond Years) of those years. Of those 19, HOF went on to exceed the August high within the next 2 months in 18 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the HOF should exceed 175.24(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 18 years) a potential move toward 189.12(Average Objective).
February NY Harbor ULSD(NYM): The HOG6(Mkt) ended Higher(Cond) for August(Month). Compared to July's 167.30(Prev Close), the market ended August at 176.26(Month Close), that being 100%(Pct Range) off of 145.28(Month Low) to 176.26(Month High).

In comparing the July/August closes for each of the last 36 years(Total Years), Scenario found that the February NY Harbor ULSD(NYM) also closed higher in August than July in 19(Cond Years) of those years. Of those 19, HOG went on to exceed the August high within the next 2 months in 18 years(Action Years) or 95%(Pct) of the time.

Therefore, the historical odds are high that the HOG should exceed 176.26(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 18 years) a potential move toward 189.95(Average Objective).
December Natural Gas(NYM): The NGZ5(Mkt) ended Lower(Cond) for August(Month). Compared to July's 3.042(Prev Close), the market ended August at 2.905(Month Close), that being 8%(Pct Range) off of 2.878(Month Low) to 3.197(Month High).

In comparing the July/August closes for each of the last 25 years(Total Years), Scenario found that the December Natural Gas(NYM) also closed lower in August than July in 12(Cond Years) of those years. Of those 12, NGZ went on to penetrate the August low within the next 2 months in 11 years(Action Years) or 92%(Pct) of the time.

Therefore, the historical odds are high that the NGZ should penetrate 2.878(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 11 years) a potential move toward 2.517(Average Objective).
January Natural Gas(NYM): The NGF6(Mkt) ended Lower(Cond) for August(Month). Compared to July's 3.152(Prev Close), the market ended August at 3.016(Month Close), that being 11%(Pct Range) off of 2.981(Month Low) to 3.293(Month High).

In comparing the July/August closes for each of the last 25 years(Total Years), Scenario found that the January Natural Gas(NYM) also closed lower in August than July in 13(Cond Years) of those years. Of those 13, NGF went on to penetrate the August low within the next 2 months in 11 years(Action Years) or 85%(Pct) of the time.

Therefore, the historical odds are high that the NGF should penetrate 2.981(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 11 years) a potential move toward 2.668(Average Objective).
December Lean Hogs(CME): The LEZ5(Mkt) ended Higher(Cond) for August(Month). Compared to July's 60.450(Prev Close), the market ended August at 63.625(Month Close), that being 100%(Pct Range) off of 57.835(Month Low) to 63.650(Month High).

In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the December Lean Hogs(CME) also closed higher in August than July in 16(Cond Years) of those years. Of those 16, LEZ went on to exceed the August high within the next 2 months in 14 years(Action Years) or 88%(Pct) of the time.

Therefore, the historical odds are high that the LEZ should exceed 63.650(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 14 years) a potential move toward 68.873(Average Objective).
March Cocoa(ICE): The CCH6(Mkt) ended Lower(Cond) for August(Month). Compared to July's 3226(Prev Close), the market ended August at 3091(Month Close), that being 43%(Pct Range) off of 2994(Month Low) to 3220(Month High).

In comparing the July/August closes for each of the last 45 years(Total Years), Scenario found that the March Cocoa(ICE) also closed lower in August than July in 19(Cond Years) of those years. Of those 19, CCH went on to penetrate the August low within the next 2 months in 16 years(Action Years) or 84%(Pct) of the time.

Therefore, the historical odds are high that the CCH should penetrate 2994(Scenario Objective) by no later than the end of October. If it does so, Scenario would further project (based on normalizing those previous 16 years) a potential move toward 2754(Average Objective).

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