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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Orange Juice(ICE) 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 34 40 40 40 40 40 40 40 40 40 40
Closed Higher 19 23 21 24 14 15 17 23 16 25 16
Exceeded High 17 18 18 16 10 7 15 17 12 14 9
Scenario Percentage 89% 78% 86% 67% 71% 47% 88% 74% 75% 56% 56%
Avg Max Increase 11.52% 14.66% 11.64% 16.03% 14.36% 13.28% 9.92% 11.34% 12.39% 6.61% 4.57%
Max Increase 41.65% 43.02% 44.17% 62.51% 28.36% 18.19% 31.32% 30.56% 34.97% 15.09% 9.31%
Avg Days To Max Increase 19 16 17 16 11 21 16 17 18 12 7
Avg Max Decline -3.31% -0.93% -1.18% -2.08% -3.23% -2.47% -1.73% -3.13% -2.19% -3.09% -0.81%
Max Decline -17.24% -8.20% -6.67% -10.84% -11.07% -8.26% -9.63% -12.66% -11.46% -9.76% -1.69%
Avg Days to Max Decline 13 4 11 11 5 6 9 13 7 9 2
2007 Contract Condition Yes   Yes Yes     Yes        
Action Yes   Yes Yes     Yes        
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 34 40 40 40 40 40 40 40 40 40 40
Closed Lower 15 16 19 16 26 25 23 17 24 15 24
Penetrated Low 12 11 15 13 24 16 18 14 18 10 15
Scenario Percentage 80% 69% 79% 81% 92% 64% 78% 82% 75% 67% 62%
Avg Max Decline 8.66% 7.23% 8.29% 12.31% 10.30% 8.78% 7.79% 9.37% 8.82% 10.73% 13.63%
Max Decline 23.73% 18.33% 19.61% 21.05% 24.38% 23.13% 17.45% 21.93% 25.18% 21.50% 33.84%
Avg Days To Max Decline 16 15 24 19 20 13 18 18 19 15 9
Avg Max Increase -2.46% -1.00% -3.88% -2.70% -2.88% -2.01% -3.53% -1.98% -4.48% -1.94% -2.31%
Max Increase -7.36% -3.70% -17.43% -14.46% -12.91% -4.36% -10.86% -9.16% -14.22% -7.73% -10.59%
Avg Days to Max Increase 12 5 21 11 11 5 9 12 12 3 -43
2007 Contract Condition   Yes     Yes Yes   Yes Yes Yes Yes
Action   Yes     Yes No   Yes Yes Yes Not Yet
High 185.70 179.00 197.00 203.25 203.30 203.00 198.00 199.50 189.80 171.50 157.00
Low 169.00 170.25 163.90 192.70 190.00 180.00 180.95 182.55 146.00 150.55 118.85
Close/Last 180.00 172.45 196.00 201.40 190.30 180.70 194.70 187.00 158.85 151.40 133.00

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Newsflash

Whether you're a hedger protecting margins or a speculator looking for higher-probability setups, understanding Lean Hog seasonal rhythms alongside today’s supply/demand picture strengthens risk management.


What’s Included

  • 15+ years of historical lean hog seasonal charts

  • Cattle-hog inter-market spread analysis

  • Outright hog seasonal tendencies

  • Daily historical charts and spread relationships

  • Seasonal insights to support hedging and speculative planning


 

MRCI has specialized in seasonal market analysis for agricultural and financial futures for over 40 years!