MRCI Online
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| ScenarioSM Study for June Live Cattle(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 27 | 20 | 22 | 26 | 31 | 30 | 30 | 25 | 23 | 25 | 20 | |
| Exceeded High | 18 | 16 | 20 | 21 | 27 | 29 | 24 | 21 | 18 | 18 | 13 | |
| Scenario Percentage | 67% | 80% | 91% | 81% | 87% | 97% | 80% | 84% | 78% | 72% | 65% | |
| Avg Max Increase | 4.25% | 3.36% | 3.81% | 3.93% | 4.73% | 4.79% | 6.48% | 6.74% | 9.69% | 7.78% | 4.72% | |
| Max Increase | 11.99% | 8.55% | 7.95% | 9.43% | 16.47% | 11.90% | 17.54% | 18.85% | 23.53% | 21.24% | 9.92% | |
| Avg Days To Max Increase | 15 | 13 | 19 | 19 | 20 | 17 | 18 | 17 | 19 | 13 | 15 | |
| Avg Max Decline | -1.23% | -1.35% | -1.52% | -1.21% | -1.67% | -1.03% | -1.42% | -1.51% | -1.22% | -1.29% | -1.36% | |
| Max Decline | -7.20% | -3.06% | -6.27% | -3.45% | -6.05% | -3.21% | -4.47% | -4.17% | -4.02% | -6.83% | -3.65% | |
| Avg Days to Max Decline | 5 | 12 | 10 | 12 | 11 | 9 | 8 | 6 | 6 | 6 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
