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 January Feeder Cattle(CME) as of Oct 31, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   21 32 33 37 37 38 40 40 40 40 40
Closed Higher   12 14 21 23 23 27 19 21 14 24 23
Exceeded High   10 13 17 20 23 21 17 19 11 20 19
Scenario Percentage   83% 93% 81% 87% 100% 78% 89% 90% 79% 83% 83%
Avg Max Increase   5.82% 5.49% 5.38% 4.84% 4.80% 4.31% 4.13% 4.61% 4.20% 4.49% 3.12%
Max Increase   15.76% 23.36% 15.37% 12.51% 10.16% 9.97% 15.07% 12.29% 8.07% 10.33% 7.28%
Avg Days To Max Increase   16 17 20 20 17 16 12 18 15 17 15
Avg Max Decline   -0.81% -1.25% -0.82% -2.40% -1.24% -1.64% -1.20% -1.55% -1.49% -1.94% -0.73%
Max Decline   -4.25% -7.28% -3.95% -11.41% -5.98% -5.68% -5.73% -7.29% -4.34% -5.38% -2.57%
Avg Days to Max Decline   6 10 12 10 7 9 8 8 9 10 4
2018 Contract Condition   Yes Yes Yes   Yes Yes   Yes Yes    
Action   Yes Yes Yes   No Yes   Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   21 32 33 37 37 38 40 40 40 40 40
Closed Lower   8 18 12 14 14 11 21 18 26 16 16
Penetrated Low   6 14 6 6 10 8 14 18 16 12 8
Scenario Percentage   75% 78% 50% 43% 71% 73% 67% 100% 62% 75% 50%
Avg Max Decline   6.12% 3.74% 5.27% 5.62% 6.50% 6.51% 5.31% 5.64% 6.49% 7.02% 3.69%
Max Decline   9.60% 11.95% 8.92% 10.44% 10.88% 16.12% 15.43% 15.48% 14.68% 13.88% 8.52%
Avg Days To Max Decline   20 18 20 20 17 15 15 16 17 15 13
Avg Max Increase   -0.92% -1.45% -1.47% -0.66% -1.48% -2.59% -1.78% -2.00% -2.18% -1.83% -0.73%
Max Increase   -4.87% -6.97% -6.79% -1.76% -4.42% -6.75% -6.22% -12.09% -4.32% -6.26% -3.36%
Avg Days to Max Increase   4 7 5 10 8 11 13 8 11 8 3
2018 Contract Condition         Yes     Yes        
Action         Yes     No        
High 119.950 119.000 128.000 146.780 149.680 149.400 148.750 146.850 154.300 160.300    
Low 116.050 114.950 118.280 124.130 136.700 132.700 136.950 136.100 139.950 148.180    
Close/Last 116.350 119.000 125.380 146.600 141.300 142.575 142.700 140.500 151.530 159.580    

Banner

Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!