MRCI Online
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| ScenarioSM Study for April Live Cattle(CME) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 28 | 32 | 20 | 23 | 27 | 30 | 28 | 28 | 28 | 22 | |
| Exceeded High | 21 | 27 | 24 | 17 | 21 | 20 | 25 | 25 | 24 | 22 | 17 | |
| Scenario Percentage | 91% | 96% | 75% | 85% | 91% | 74% | 83% | 89% | 86% | 79% | 77% | |
| Avg Max Increase | 4.33% | 3.67% | 3.08% | 3.20% | 3.71% | 4.00% | 4.60% | 4.43% | 5.87% | 5.65% | 4.29% | |
| Max Increase | 11.22% | 7.68% | 5.32% | 10.36% | 8.55% | 12.19% | 10.33% | 12.43% | 17.14% | 17.78% | 15.80% | |
| Avg Days To Max Increase | 21 | 21 | 16 | 17 | 17 | 20 | 17 | 19 | 18 | 13 | 13 | |
| Avg Max Decline | -1.38% | -0.96% | -1.16% | -1.42% | -1.86% | -1.25% | -2.05% | -1.62% | -1.37% | -1.47% | -0.90% | |
| Max Decline | -3.66% | -3.40% | -5.06% | -3.51% | -8.66% | -3.61% | -6.20% | -4.00% | -3.42% | -4.16% | -2.30% | |
| Avg Days to Max Decline | 10 | 7 | 9 | 18 | 12 | 10 | 11 | 14 | 10 | 8 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
