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 May Wheat(KCBT) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 21 29 31 31 31 31 31 31 31 31 31
Closed Higher 3 14 17 18 18 14 14 16 12 15 17
Exceeded High 3 10 11 16 11 11 10 12 8 10 12
Scenario Percentage 100% 71% 65% 89% 61% 79% 71% 75% 67% 67% 71%
Avg Max Increase 11.05% 11.09% 8.83% 6.09% 4.78% 6.32% 7.59% 8.24% 14.00% 13.06% 8.23%
Max Increase 20.30% 28.54% 15.87% 10.40% 9.33% 20.09% 20.42% 17.87% 45.60% 42.53% 16.64%
Avg Days To Max Increase 19 21 16 17 12 19 17 18 19 12 8
Avg Max Decline -1.97% -1.50% -1.62% -0.91% -1.41% -2.80% -3.46% -1.81% -2.98% -2.45% -1.90%
Max Decline -5.34% -6.62% -8.38% -3.28% -4.15% -7.98% -10.31% -7.65% -11.00% -9.06% -10.07%
Avg Days to Max Decline 6 7 10 9 9 13 10 11 15 8 1
2007 Contract Condition       Yes Yes Yes     Yes   Yes
Action       Yes Yes No     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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years 21 29 31 31 31 31 31 31 31 31 31
Closed Lower 18 15 13 13 13 17 17 15 19 16 14
Penetrated Low 15 14 10 9 9 15 12 14 17 9 11
Scenario Percentage 83% 93% 77% 69% 69% 88% 71% 93% 89% 56% 79%
Avg Max Decline 8.48% 6.42% 6.65% 8.10% 6.60% 7.55% 4.53% 5.28% 5.74% 5.99% 5.19%
Max Decline 17.61% 19.89% 16.69% 13.22% 20.09% 19.06% 13.35% 12.26% 14.12% 10.73% 23.98%
Avg Days To Max Decline 11 11 16 19 19 19 17 18 18 9 11
Avg Max Increase -1.36% -1.41% -1.73% -2.15% -2.75% -1.83% -2.24% -2.25% -3.42% -2.44% -2.48%
Max Increase -4.96% -6.02% -5.78% -6.90% -5.04% -5.28% -7.16% -5.33% -15.97% -8.76% -12.31%
Avg Days to Max Increase 5 5 6 12 9 13 10 12 11 8 3
2007 Contract Condition Yes Yes Yes       Yes Yes   Yes  
Action Yes Yes Yes       Yes Yes   Yes  
High 509.00 522.00 506.00 504.00 548.00 552.00 550.00 517.50 524.00 516.00 522.75
Low 470.00 493.00 457.00 456.00 498.50 511.50 504.50 475.50 484.50 442.25 433.00
Close/Last 506.00 505.50 489.00 500.00 517.00 546.50 517.00 497.50 515.50 456.50 484.75

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