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MRCI's ScenarioSM Study
ScenarioSM Study for November 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 11 22 27 28 29 30 30 30 30 30 30
Closed Higher 8 16 15 12 17 17 17 17 17 17 12
Exceeded High 8 12 9 11 11 14 16 15 15 13 4
Scenario Percentage 100% 75% 60% 92% 65% 82% 94% 88% 88% 76% 33%
Avg Max Increase 6.14% 4.22% 5.49% 6.12% 6.62% 6.93% 7.12% 5.10% 4.55% 3.65% 1.83%
Max Increase 14.30% 16.22% 13.46% 23.93% 16.07% 18.16% 33.08% 12.84% 12.68% 9.87% 4.44%
Avg Days To Max Increase 15 15 17 15 20 19 14 14 9 11 12
Avg Max Decline -0.17% -0.88% -1.00% -0.92% -1.06% -1.02% -1.30% -1.51% -1.31% -1.64% -1.14%
Max Decline -0.56% -3.23% -5.05% -1.95% -2.81% -4.10% -3.99% -5.19% -7.19% -8.14% -1.65%
Avg Days to Max Decline 5 6 7 7 12 11 8 6 7 6 4
2002 Contract Condition Yes Yes         Yes Yes Yes Yes Yes
Action Yes 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years 11 22 27 28 29 30 30 30 30 30 30
Closed Lower 3 6 12 15 11 13 13 13 13 13 16
Penetrated Low 1 3 9 12 7 11 9 11 8 10 10
Scenario Percentage 33% 50% 75% 80% 64% 85% 69% 85% 62% 77% 63%
Avg Max Decline 5.69% 6.52% 6.82% 5.18% 3.91% 6.72% 6.22% 7.27% 6.49% 3.42% 9.28%
Max Decline 5.69% 16.98% 22.26% 10.45% 8.27% 12.57% 12.22% 25.87% 16.68% 10.34% 44.65%
Avg Days To Max Decline 1 15 15 17 16 17 14 12 11 13 12
Avg Max Increase -0.57% -1.41% -0.65% -1.39% -0.67% -1.17% -1.62% -2.20% -0.93% -2.16% -0.92%
Max Increase -0.57% -3.69% -1.94% -6.67% -1.69% -4.01% -4.87% -8.96% -3.73% -7.18% -4.05%
Avg Days to Max Increase 9 5 5 9 4 4 8 9 4 10 4
2002 Contract Condition     Yes Yes Yes Yes          
Action     Yes Yes No No          
High 85.500 85.850 86.500 85.800 83.100 79.500 78.750 79.400 80.150 82.025 82.800
Low 83.250 84.500 84.550 81.850 72.750 74.400 74.875 76.100 75.775 78.300 78.950
Close/Last 85.000 85.850 84.900 82.100 78.150 74.800 76.500 77.200 79.975 80.575 82.050