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 S & P 500 Stock Index as of Jun 08, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   28 27 29 31 29 27 22 25 21 27 33
Exceeded High   25 23 24 29 24 23 20 20 18 23 25
Scenario Percentage   89% 85% 83% 94% 83% 85% 91% 80% 86% 85% 76%
Avg Max Increase   5.86% 5.15% 6.27% 4.81% 4.93% 4.65% 4.33% 4.97% 7.36% 6.52% 3.17%
Max Increase   13.54% 11.15% 16.61% 12.57% 12.91% 11.82% 9.39% 18.41% 20.54% 13.31% 6.98%
Avg Days To Max Increase   18 17 17 16 21 19 18 14 19 19 17
Avg Max Decline   -1.26% -1.24% -1.58% -1.67% -1.76% -1.65% -1.87% -1.49% -2.15% -1.24% -0.98%
Max Decline   -5.29% -5.82% -5.33% -7.37% -5.44% -7.48% -5.61% -3.43% -9.22% -5.41% -4.59%
Avg Days to Max Decline   8 6 6 7 15 10 10 7 5 9 4
2019 Contract Condition   Yes Yes Yes Yes   Yes Yes   Yes Yes Yes
Action   Yes Yes Yes Yes   Yes No   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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   17 18 16 12 16 17 23 19 23 17 12
Penetrated Low   15 10 8 5 10 12 18 14 15 8 5
Scenario Percentage   88% 56% 50% 42% 63% 71% 78% 74% 65% 47% 42%
Avg Max Decline   5.93% 7.49% 3.26% 5.93% 6.40% 8.69% 8.40% 6.64% 9.56% 7.89% 2.64%
Max Decline   19.28% 16.04% 4.44% 11.51% 27.31% 21.62% 22.00% 16.65% 36.38% 23.51% 4.64%
Avg Days To Max Decline   13 16 13 10 12 16 18 17 14 14 9
Avg Max Increase   -1.53% -1.40% -1.60% -1.75% -1.30% -1.96% -1.75% -2.82% -2.04% -1.49% -1.94%
Max Increase   -5.93% -6.08% -5.02% -2.74% -3.83% -3.51% -7.73% -11.33% -4.51% -4.00% -5.63%
Avg Days to Max Increase   4 8 7 12 7 11 7 10 9 5 4
2019 Contract Condition           Yes     Yes      
Action           Yes     No      
High 2800.25 2709.00 2813.50 2860.25 2949.50 2954.25 2964.25 3028.00 3013.50 3022.00 3050.00 3154.25
Low 2346.50 2444.00 2681.75 2722.25 2848.75 2750.50 2728.75 2952.25 2822.00 2891.75 2856.00 3050.75
Close/Last 2506.75 2704.00 2784.50 2834.50 2945.75 2752.00 2941.75 2980.50 2926.50 2976.75 3037.50 3141.00

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