MRCI Online
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| ScenarioSM Study for August Feeder Cattle(CME) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Jul |
| Tested Years | 9 | 29 | 33 | 34 | 34 | 36 | 36 | 37 | 37 | 37 | 37 | |
| Closed Higher | 6 | 11 | 20 | 20 | 24 | 20 | 17 | 23 | 21 | 21 | 24 | |
| Exceeded High | 5 | 6 | 18 | 19 | 20 | 13 | 14 | 19 | 17 | 19 | 20 | |
| Scenario Percentage | 83% | 55% | 90% | 95% | 83% | 65% | 82% | 83% | 81% | 90% | 83% | |
| Avg Max Increase | 4.67% | 3.81% | 4.33% | 5.29% | 4.58% | 6.87% | 6.93% | 6.03% | 7.22% | 6.48% | 4.12% | |
| Max Increase | 7.56% | 6.02% | 11.09% | 15.56% | 16.73% | 17.28% | 24.60% | 17.35% | 14.63% | 12.05% | 13.56% | |
| Avg Days To Max Increase | 22 | 13 | 20 | 16 | 15 | 18 | 19 | 19 | 19 | 15 | 15 | |
| Avg Max Decline | -1.32% | -1.21% | -1.07% | -0.88% | -1.28% | -1.41% | -1.31% | -1.36% | -1.51% | -1.37% | -0.98% | |
| Max Decline | -2.86% | -3.21% | -4.34% | -5.57% | -4.41% | -5.00% | -2.71% | -3.56% | -4.14% | -4.71% | -2.83% | |
| Avg Days to Max Decline | 17 | 7 | 9 | 11 | 8 | 6 | 14 | 10 | 9 | 6 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | No | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
