MRCI Online
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| ScenarioSM Study for September Feeder Cattle(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 8 | 26 | 32 | 32 | 35 | 35 | 36 | 36 | 36 | 36 | 36 |
| Closed Higher | 5 | 15 | 19 | 22 | 19 | 16 | 22 | 20 | 21 | 22 | 22 |
| Exceeded High | 4 | 13 | 19 | 19 | 13 | 14 | 16 | 17 | 19 | 19 | 12 |
| Scenario Percentage | 80% | 87% | 100% | 86% | 68% | 88% | 73% | 85% | 90% | 86% | 55% |
| Avg Max Increase | 3.83% | 4.83% | 4.88% | 4.65% | 6.28% | 6.12% | 6.21% | 7.23% | 6.01% | 5.60% | 4.77% |
| 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 | 6 | 19 | 14 | 14 | 19 | 17 | 17 | 22 | 16 | 14 | 15 |
| Avg Max Decline | -0.73% | -0.74% | -0.78% | -1.04% | -1.18% | -0.97% | -1.03% | -1.67% | -1.47% | -1.71% | -0.64% |
| Max Decline | -2.20% | -2.72% | -6.06% | -3.61% | -4.67% | -2.50% | -3.12% | -6.10% | -4.86% | -6.34% | -1.79% |
| Avg Days to Max Decline | 7 | 11 | 9 | 7 | 5 | 7 | 10 | 11 | 7 | 6 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
