MRCI Online
|
| ScenarioSM Study for July Lean Hogs(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 26 | 29 | 33 | 22 | 31 | 23 | 24 | 29 | 21 | 20 | |
| Exceeded High | 18 | 23 | 24 | 27 | 20 | 27 | 19 | 22 | 22 | 15 | 13 | |
| Scenario Percentage | 86% | 88% | 83% | 82% | 91% | 87% | 83% | 92% | 76% | 71% | 65% | |
| Avg Max Increase | 5.74% | 6.21% | 6.08% | 5.59% | 7.22% | 8.02% | 10.58% | 9.17% | 9.21% | 8.21% | 3.90% | |
| Max Increase | 10.46% | 13.33% | 17.72% | 19.47% | 17.79% | 24.71% | 30.88% | 20.93% | 30.49% | 30.02% | 10.69% | |
| Avg Days To Max Increase | 16 | 23 | 20 | 18 | 16 | 19 | 18 | 17 | 17 | 6 | 8 | |
| Avg Max Decline | -1.68% | -1.55% | -1.82% | -2.82% | -1.26% | -2.08% | -1.73% | -2.01% | -2.21% | -1.68% | -1.05% | |
| Max Decline | -4.74% | -3.97% | -5.05% | -8.98% | -5.15% | -7.89% | -5.54% | -7.21% | -7.13% | -5.05% | -4.18% | |
| Avg Days to Max Decline | 11 | 11 | 9 | 13 | 7 | 10 | 7 | 8 | 14 | 4 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
