MRCI Online
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| ScenarioSM Study for June Live Cattle(CME) as of May 08, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 32 | 20 | 22 | 28 | 32 | 30 | 27 | 28 | 20 | 20 | 20 | |
| Exceeded High | 23 | 16 | 20 | 23 | 27 | 30 | 23 | 23 | 16 | 15 | 12 | |
| Scenario Percentage | 72% | 80% | 91% | 82% | 84% | 100% | 85% | 82% | 80% | 75% | 60% | |
| Avg Max Increase | 3.42% | 3.08% | 3.78% | 3.50% | 3.95% | 3.41% | 5.25% | 5.53% | 6.42% | 6.09% | 5.45% | |
| Max Increase | 8.07% | 8.55% | 7.95% | 10.56% | 10.77% | 10.94% | 11.24% | 15.51% | 21.35% | 15.30% | 11.83% | |
| Avg Days To Max Increase | 17 | 14 | 17 | 20 | 20 | 16 | 20 | 17 | 13 | 10 | 14 | |
| Avg Max Decline | -1.41% | -1.32% | -1.76% | -1.19% | -1.81% | -1.30% | -1.55% | -1.56% | -1.43% | -1.70% | -1.08% | |
| Max Decline | -7.20% | -3.06% | -7.27% | -3.45% | -6.04% | -3.35% | -4.46% | -4.32% | -4.69% | -6.83% | -3.65% | |
| Avg Days to Max Decline | 9 | 13 | 10 | 11 | 12 | 10 | 10 | 6 | 9 | 8 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
