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MRCI's ScenarioSM Study
ScenarioSM Study for February Live Cattle(CME) as of May 07, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years 31 37 38 38 39 39 39 39 39 39 39
Closed Higher 15 17 18 21 24 16 22 21 25 23 26
Exceeded High 13 13 16 20 18 13 21 12 22 23 21
Scenario Percentage 87% 76% 89% 95% 75% 81% 95% 57% 88% 100% 81%
Avg Max Increase 5.10% 5.12% 5.21% 6.57% 4.03% 4.51% 4.77% 6.05% 6.35% 8.08% 4.63%
Max Increase 20.95% 13.59% 24.14% 28.67% 14.74% 14.40% 14.77% 12.34% 14.42% 23.28% 8.94%
Avg Days To Max Increase 15 17 19 18 16 14 21 15 18 16 16
Avg Max Decline -0.83% -0.94% -1.46% -1.26% -1.99% -1.20% -1.93% -1.02% -1.61% -1.24% -0.71%
Max Decline -2.14% -3.30% -4.69% -5.28% -8.02% -3.25% -8.32% -3.73% -7.80% -3.89% -4.16%
Avg Days to Max Decline 6 13 11 8 12 8 15 8 6 11 3
2004 Contract Condition   Yes Yes Yes Yes Yes Yes Yes Yes   Yes
Action   Yes Yes Yes Yes Yes Yes Yes Yes   No
Copyright © 2003 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years 31 37 38 38 39 39 39 39 39 39 39
Closed Lower 15 20 20 17 15 23 17 17 13 16 13
Penetrated Low 11 13 12 13 13 15 13 9 9 9 10
Scenario Percentage 73% 65% 60% 76% 87% 65% 76% 53% 69% 56% 77%
Avg Max Decline 4.73% 4.08% 5.93% 4.73% 4.50% 5.69% 4.67% 4.13% 8.52% 10.17% 8.00%
Max Decline 8.00% 7.25% 13.25% 11.40% 13.21% 19.34% 11.53% 9.24% 16.95% 16.13% 30.87%
Avg Days To Max Decline 16 19 21 19 12 14 18 9 12 16 15
Avg Max Increase -0.65% -1.08% -1.41% -1.64% -1.21% -1.15% -2.20% -1.22% -1.10% -0.98% -2.65%
Max Increase -1.90% -2.37% -4.08% -4.18% -3.98% -3.31% -7.75% -3.11% -4.48% -2.31% -7.48%
Avg Days to Max Increase 8 8 9 10 4 6 9 7 2 6 9
2004 Contract Condition Yes                 Yes  
Action No                 No  
High 72.300 73.750 75.075 75.750 78.300 79.950 82.950 91.175 94.200 94.950 82.875
Low 71.000 71.950 72.525 73.250 74.550 76.250 79.350 81.675 86.200 71.175 72.650
Close/Last 71.775 73.725 74.500 75.125 77.375 79.700 82.075 86.500 93.175 73.525 76.700