MRCI Online
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| ScenarioSM Study for April Feeder Cattle(CME) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
| Tested Years | 11 | 26 | 32 | 33 | 33 | 35 | 35 | 37 | 37 | 37 | 37 |
| Closed Higher | 6 | 15 | 20 | 17 | 17 | 13 | 20 | 21 | 23 | 20 | 18 |
| Exceeded High | 6 | 14 | 14 | 14 | 14 | 8 | 18 | 20 | 19 | 15 | 15 |
| Scenario Percentage | 100% | 93% | 70% | 82% | 82% | 62% | 90% | 95% | 83% | 75% | 83% |
| Avg Max Increase | 5.96% | 4.78% | 3.53% | 3.96% | 4.27% | 4.26% | 4.80% | 5.63% | 5.90% | 7.63% | 4.47% |
| Max Increase | 9.27% | 9.99% | 8.89% | 10.58% | 8.15% | 7.62% | 10.71% | 16.45% | 18.88% | 21.09% | 13.09% |
| Avg Days To Max Increase | 20 | 19 | 15 | 14 | 21 | 19 | 19 | 15 | 15 | 13 | 14 |
| Avg Max Decline | -3.14% | -0.89% | -1.22% | -1.37% | -1.15% | -1.33% | -1.38% | -1.24% | -1.62% | -1.49% | -0.90% |
| Max Decline | -9.58% | -2.54% | -4.91% | -5.68% | -4.22% | -3.55% | -4.91% | -6.72% | -5.36% | -4.58% | -4.35% |
| Avg Days to Max Decline | 11 | 11 | 9 | 9 | 10 | 8 | 9 | 8 | 10 | 5 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
