MRCI Online
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| ScenarioSM Study for May Lean Hogs(CME) as of Jan 01, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 17 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | |
| Closed Higher | 10 | 10 | 11 | 11 | 12 | 15 | 6 | 11 | 8 | 9 | 10 | |
| Exceeded High | 8 | 8 | 10 | 10 | 9 | 11 | 6 | 10 | 7 | 7 | 9 | |
| Scenario Percentage | 80% | 80% | 91% | 91% | 75% | 73% | 100% | 91% | 88% | 78% | 90% | |
| Avg Max Increase | 6.54% | 4.24% | 4.44% | 6.67% | 5.06% | 3.91% | 4.97% | 6.33% | 8.61% | 8.31% | 4.44% | |
| Max Increase | 17.80% | 7.45% | 11.14% | 16.19% | 15.30% | 14.81% | 10.89% | 24.18% | 20.78% | 20.55% | 11.59% | |
| Avg Days To Max Increase | 15 | 21 | 15 | 22 | 22 | 20 | 16 | 16 | 16 | 7 | 8 | |
| Avg Max Decline | -0.24% | -2.43% | -1.95% | -2.21% | -2.53% | -4.29% | -2.33% | -2.17% | -1.73% | -3.04% | -0.75% | |
| Max Decline | -1.51% | -3.35% | -5.91% | -5.45% | -4.33% | -9.21% | -5.91% | -5.63% | -3.95% | -4.58% | -2.24% | |
| Avg Days to Max Decline | 2 | 13 | 14 | 8 | 12 | 16 | 12 | 13 | 7 | 6 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
