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 Corn(CBOT) as of Jan 01, 2013
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   42 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 19 25 22 25 26 17 22 16 17 23
Exceeded High   15 11 19 20 20 24 15 16 11 11 11
Scenario Percentage   65% 58% 76% 91% 80% 92% 88% 73% 69% 65% 48%
Avg Max Increase   6.83% 9.33% 8.60% 7.33% 6.19% 8.63% 12.40% 13.44% 16.98% 11.83% 4.57%
Max Increase   14.84% 26.38% 29.46% 16.18% 17.33% 41.01% 42.10% 56.06% 34.25% 20.75% 10.02%
Avg Days To Max Increase   20 15 17 22 14 14 15 15 16 11 7
Avg Max Decline   -1.68% -2.48% -1.53% -1.34% -2.83% -2.20% -2.66% -2.55% -0.73% -1.55% -0.78%
Max Decline   -10.94% -7.80% -6.73% -3.26% -10.61% -10.55% -10.89% -5.50% -5.72% -6.60% -2.19%
Avg Days to Max Decline   8 9 6 11 9 12 12 8 5 3 2
2012 Contract Condition   Yes   Yes   Yes       Yes Yes  
Action   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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   42 45 45 45 45 45 45 45 45 45 45
Closed Lower   19 26 19 23 20 18 28 23 29 28 22
Penetrated Low   14 16 14 23 15 17 25 20 23 21 13
Scenario Percentage   74% 62% 74% 100% 75% 94% 89% 87% 79% 75% 59%
Avg Max Decline   5.71% 6.63% 5.33% 5.19% 4.25% 6.78% 9.03% 10.60% 12.40% 7.37% 4.68%
Max Decline   25.43% 22.45% 20.47% 17.92% 9.56% 12.01% 18.83% 27.77% 19.93% 17.40% 10.31%
Avg Days To Max Decline   15 13 17 16 13 16 22 22 15 10 7
Avg Max Increase   -1.63% -1.21% -1.49% -1.68% -2.31% -2.55% -3.26% -4.89% -2.68% -1.89% -0.98%
Max Increase   -6.50% -4.22% -3.85% -6.44% -9.03% -5.91% -19.29% -27.18% -18.45% -8.17% -3.60%
Avg Days to Max Increase   8 6 7 11 8 9 12 11 5 4 3
2012 Contract Condition     Yes   Yes   Yes Yes Yes     Yes
Action     No   Yes   Yes Yes No     Yes
High 716.75 638.00 639.75 613.25 624.25 605.25 609.25 575.75 558.50 649.25 828.75 843.75
Low 580.00 572.00 557.50 558.75 568.75 579.75 543.50 535.00 504.25 509.50 640.75 776.75
Close/Last 586.50 626.00 574.75 613.25 593.50 600.75 563.25 560.75 525.50 628.50 806.50 802.75

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