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 July Soybean Meal(CBOT) 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 35 44 45 45 45 45 45 45 45 45 45
Closed Higher 21 18 22 24 19 22 18 23 23 25 26
Exceeded High 15 15 17 12 14 15 16 16 16 18 14
Scenario Percentage 71% 83% 77% 50% 74% 68% 89% 70% 70% 72% 54%
Avg Max Increase 8.88% 10.89% 8.37% 11.13% 10.68% 11.69% 12.20% 10.47% 22.78% 15.04% 8.84%
Max Increase 29.23% 21.52% 39.04% 44.25% 48.78% 29.48% 36.23% 25.04% 100.18% 39.51% 27.23%
Avg Days To Max Increase 14 15 17 21 21 20 20 18 20 13 7
Avg Max Decline -1.17% -1.46% -2.80% -1.75% -2.29% -2.16% -3.08% -2.06% -1.33% -1.45% -0.36%
Max Decline -3.38% -4.95% -10.74% -5.56% -9.52% -7.64% -19.80% -5.30% -3.94% -6.22% -2.01%
Avg Days to Max Decline 6 6 10 7 8 6 11 9 9 6 2
2007 Contract Condition   Yes Yes Yes   Yes Yes     Yes Yes
Action   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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 35 44 45 45 45 45 45 45 45 45 45
Closed Lower 14 25 23 21 25 23 26 22 22 20 19
Penetrated Low 7 23 17 13 16 23 21 14 13 16 13
Scenario Percentage 50% 92% 74% 62% 64% 100% 81% 64% 59% 80% 68%
Avg Max Decline 5.50% 5.94% 6.08% 8.03% 9.48% 5.95% 6.85% 6.64% 6.49% 7.26% 14.46%
Max Decline 9.00% 18.45% 18.18% 29.91% 28.40% 15.15% 31.68% 27.54% 16.08% 38.60% 75.28%
Avg Days To Max Decline 13 15 15 17 18 17 16 18 20 10 9
Avg Max Increase -2.27% -1.95% -2.11% -2.23% -1.56% -1.86% -2.28% -1.58% -3.89% -2.48% -0.77%
Max Increase -4.82% -5.35% -6.93% -7.91% -9.50% -5.65% -8.62% -4.61% -9.98% -9.96% -9.42%
Avg Days to Max Increase 5 12 7 10 6 7 9 9 10 5 -52
2007 Contract Condition Yes       Yes     Yes Yes    
Action Yes       No     Yes No    
High 178.00 176.50 197.50 208.90 203.50 225.20 245.20 237.10 224.80 221.30 240.00
Low 169.80 167.30 170.30 193.60 192.80 196.90 217.00 213.00 196.10 197.60 215.00
Close/Last 170.90 171.90 195.50 203.60 203.50 217.10 236.10 217.40 198.80 216.90 229.20

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