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MRCI's ScenarioSM Study
ScenarioSM Study for September Feeder Cattle(CME) as of Oct 04, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 6 24 29 29 32 32 33 33 33 33 33
Closed Higher 3 15 17 21 18 14 20 18 19 21 20
Exceeded High 2 13 17 18 12 12 14 16 17 18 10
Scenario Percentage 67% 87% 100% 86% 67% 86% 70% 89% 89% 86% 50%
Avg Max Increase 3.17% 4.85% 5.21% 4.55% 6.22% 6.26% 6.65% 7.16% 6.18% 5.81% 5.11%
Max Increase 6.11% 11.41% 14.86% 16.98% 13.74% 23.29% 15.76% 15.98% 10.82% 13.26% 13.04%
Avg Days To Max Increase 10 18 14 13 18 16 17 22 16 14 15
Avg Max Decline -1.18% -0.81% -0.50% -0.98% -1.26% -0.96% -0.92% -1.70% -1.48% -1.61% -0.56%
Max Decline -2.20% -2.72% -1.75% -3.61% -4.67% -2.50% -2.87% -6.10% -4.86% -6.34% -1.41%
Avg Days to Max Decline 5 11 8 6 5 7 11 10 7 6 3
2004 Contract Condition   Yes   Yes     Yes Yes Yes Yes  
Action   Yes   Yes     Yes Yes Yes Yes  
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 6 24 29 29 32 32 33 33 33 33 33
Closed Lower 3 9 11 8 14 18 13 15 14 12 12
Penetrated Low 2 6 6 5 13 14 8 10 9 10 9
Scenario Percentage 67% 67% 55% 63% 93% 78% 62% 67% 64% 83% 75%
Avg Max Decline 1.28% 6.29% 5.60% 8.85% 5.53% 6.11% 7.54% 8.80% 6.69% 6.02% 7.12%
Max Decline 1.73% 14.00% 7.91% 16.56% 16.03% 12.14% 29.88% 15.13% 12.06% 22.58% 20.69%
Avg Days To Max Decline 17 21 16 21 18 17 17 19 15 15 15
Avg Max Increase -1.46% -0.75% -1.08% -1.22% -0.66% -1.65% -1.22% -1.39% -1.74% -2.92% -1.38%
Max Increase -2.56% -1.99% -2.32% -4.37% -1.94% -8.09% -3.24% -4.09% -5.51% -8.36% -5.88%
Avg Days to Max Increase 18 7 6 8 4 9 10 5 9 14 7
2004 Contract Condition     Yes   Yes Yes         Yes
Action     No   Yes No         Yes
High 91.750 91.500 92.000 89.025 89.000 89.650 98.800 106.500 112.400 115.500 116.400
Low 86.000 88.500 81.700 82.700 86.700 86.000 86.200 96.600 102.700 106.400 110.350
Close/Last 88.800 90.700 81.900 88.250 88.200 87.400 97.100 105.525 108.450 112.975 112.400