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 June RBOB Gasoline(NYM) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   15 25 27 30 32 33 33 33 33 33 33
Closed Higher   6 15 15 12 19 18 19 21 16 25 23
Exceeded High   5 14 12 10 13 15 19 18 16 22 18
Scenario Percentage   83% 93% 80% 83% 68% 83% 100% 86% 100% 88% 78%
Avg Max Increase   5.54% 9.83% 8.55% 7.85% 10.02% 11.85% 9.70% 13.25% 15.72% 13.78% 9.09%
Max Increase   10.27% 52.68% 28.27% 17.83% 17.58% 23.63% 23.34% 32.68% 36.66% 36.31% 33.03%
Avg Days To Max Increase   15 18 17 16 24 18 18 21 22 16 16
Avg Max Decline   -2.78% -1.25% -1.15% -1.75% -2.29% -1.79% -1.76% -4.70% -3.03% -3.84% -2.60%
Max Decline   -12.14% -7.48% -3.53% -7.12% -7.76% -8.45% -8.61% -17.33% -14.04% -14.14% -10.36%
Avg Days to Max Decline   5 8 9 5 14 6 9 11 11 5 4
2018 Contract Condition     Yes Yes Yes Yes Yes Yes Yes   Yes Yes
Action     Yes Yes Yes Yes Yes Yes No   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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   15 25 27 30 32 33 33 33 33 33 33
Closed Lower   9 10 12 18 13 15 14 12 17 8 10
Penetrated Low   5 8 8 13 11 13 9 7 10 5 5
Scenario Percentage   56% 80% 67% 72% 85% 87% 64% 58% 59% 63% 50%
Avg Max Decline   11.34% 9.79% 13.52% 12.66% 14.09% 13.01% 15.60% 14.41% 8.88% 10.51% 6.33%
Max Decline   24.60% 23.55% 44.81% 50.50% 40.45% 27.97% 39.48% 35.67% 18.62% 18.26% 9.21%
Avg Days To Max Decline   11 20 17 17 18 19 16 14 12 4 10
Avg Max Increase   -0.90% -1.94% -1.36% -0.87% -2.02% -2.06% -2.87% -1.28% -2.88% -2.05% -0.81%
Max Increase   -5.30% -10.55% -9.12% -6.98% -4.79% -11.90% -6.95% -6.40% -9.52% -4.71% -2.60%
Avg Days to Max Increase   8 11 8 7 3 13 8 6 15 3 2
2018 Contract Condition   Yes               Yes    
Action   No               No    
High 169.05 162.53 168.90 170.04 179.91 188.54 195.90 199.78 208.97 208.10 205.62 215.23
Low 151.00 149.07 153.94 160.32 167.35 171.78 185.92 186.51 196.90 184.34 187.10 194.14
Close/Last 161.14 158.71 168.88 170.04 175.45 187.68 190.79 199.19 205.76 193.66 202.50 213.08

Banner

Login

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!