MRCI Online
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| ScenarioSM Study for April Feeder Cattle(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 15 | 30 | 36 | 37 | 37 | 39 | 39 | 41 | 41 | 41 | 41 | |
| Closed Higher | 8 | 17 | 23 | 19 | 18 | 15 | 22 | 25 | 26 | 23 | 20 | |
| Exceeded High | 8 | 16 | 16 | 15 | 15 | 10 | 20 | 23 | 22 | 18 | 17 | |
| Scenario Percentage | 100% | 94% | 70% | 79% | 83% | 67% | 91% | 92% | 85% | 78% | 85% | |
| Avg Max Increase | 5.02% | 4.76% | 3.67% | 3.76% | 4.20% | 4.92% | 5.03% | 5.81% | 5.97% | 7.35% | 4.12% | |
| Max Increase | 9.27% | 9.99% | 8.89% | 10.58% | 8.15% | 10.94% | 10.71% | 16.45% | 18.88% | 21.09% | 13.09% | |
| Avg Days To Max Increase | 18 | 18 | 16 | 14 | 21 | 20 | 19 | 16 | 16 | 11 | 12 | |
| Avg Max Decline | -3.02% | -0.75% | -1.35% | -1.33% | -1.23% | -1.40% | -1.48% | -1.18% | -1.71% | -1.37% | -0.84% | |
| 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 | 9 | 10 | 10 | 9 | 10 | 8 | 10 | 8 | 10 | 5 | 1 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
