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MRCI's ScenarioSM Study
ScenarioSM Study for October Feeder Cattle(CME) as of Nov 14, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 5 24 27 30 31 31 31 31 31 31 31
Closed Higher 3 16 20 19 13 18 18 17 18 19 16
Exceeded High 3 16 17 12 11 12 15 16 15 17 10
Scenario Percentage 100% 100% 85% 63% 85% 67% 83% 94% 83% 89% 63%
Avg Max Increase 6.93% 5.45% 4.41% 6.20% 5.97% 6.27% 6.71% 7.36% 5.06% 4.40% 2.15%
Max Increase 10.29% 14.38% 15.47% 13.16% 24.60% 17.00% 17.69% 33.68% 13.80% 11.80% 4.94%
Avg Days To Max Increase 21 14 14 19 16 20 21 14 15 12 11
Avg Max Decline -0.56% -0.49% -0.92% -1.21% -1.25% -1.05% -1.61% -1.51% -1.69% -1.48% -0.79%
Max Decline -1.01% -1.90% -3.21% -5.02% -2.84% -3.10% -7.28% -4.59% -6.61% -7.38% -2.04%
Avg Days to Max Decline 9 7 7 8 7 12 11 9 6 4 4
2002 Contract Condition   Yes Yes         Yes Yes Yes Yes
Action   Yes Yes         Yes Yes Yes Yes
Copyright © 2001 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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 5 24 27 30 31 31 31 31 31 31 31
Closed Lower 2 8 7 11 18 13 13 13 13 12 14
Penetrated Low 1 4 4 9 15 8 11 9 11 8 8
Scenario Percentage 50% 50% 57% 82% 83% 62% 85% 69% 85% 67% 57%
Avg Max Decline 9.34% 6.28% 9.90% 6.33% 7.26% 7.61% 6.81% 6.76% 6.97% 5.87% 10.57%
Max Decline 9.34% 8.12% 16.84% 14.96% 30.86% 31.86% 13.63% 12.55% 24.37% 16.33% 48.40%
Avg Days To Max Decline 31 26 24 18 18 10 16 14 13 11 15
Avg Max Increase -0.68% -1.23% -1.48% -0.63% -1.72% -0.82% -1.32% -1.66% -3.00% -1.09% -1.83%
Max Increase -0.68% -2.26% -4.16% -1.74% -6.89% -2.02% -4.47% -4.73% -7.79% -4.23% -4.09%
Avg Days to Max Increase 8 7 11 6 9 5 5 7 9 3 5
2002 Contract Condition Yes     Yes Yes Yes Yes        
Action No     Yes Yes No No        
High 84.650 85.000 85.450 86.250 85.350 82.800 79.250 78.250 79.150 80.000 81.800
Low 78.950 82.300 84.050 83.875 81.100 72.275 73.750 74.450 75.650 75.350 78.100
Close/Last 84.400 84.850 85.450 84.100 81.450 77.775 74.275 76.050 76.850 79.675 80.950