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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Live Cattle(CME) as of May 31, 2017
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 Jul
Tested Years   43 44 44 44 44 44 45 45 45 45 45
Closed Higher   21 23 28 30 24 22 22 25 20 23 24
Exceeded High   19 18 27 28 19 19 19 19 16 21 19
Scenario Percentage   90% 78% 96% 93% 79% 86% 86% 76% 80% 91% 79%
Avg Max Increase   2.99% 3.52% 4.22% 4.22% 4.34% 5.43% 7.51% 6.73% 7.75% 7.37% 4.43%
Max Increase   6.97% 8.67% 19.17% 12.63% 14.13% 15.89% 22.50% 20.21% 16.21% 25.20% 9.32%
Avg Days To Max Increase   19 15 17 16 18 18 20 15 20 15 15
Avg Max Decline   -1.64% -0.82% -1.38% -0.86% -1.39% -1.55% -1.54% -1.54% -2.10% -1.83% -1.10%
Max Decline   -6.31% -3.36% -4.06% -4.32% -3.95% -6.96% -4.08% -5.48% -5.01% -5.02% -3.43%
Avg Days to Max Decline   11 7 7 8 9 7 7 8 13 11 3
2017 Contract Condition     Yes Yes Yes   Yes Yes Yes Yes    
Action     Yes Yes Yes   Yes Yes Yes Not Yet    
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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 Jul
Tested Years   43 44 44 44 44 44 45 45 45 45 45
Closed Lower   20 20 16 13 20 22 22 20 24 22 20
Penetrated Low   15 13 12 8 16 15 19 14 18 18 10
Scenario Percentage   75% 65% 75% 62% 80% 68% 86% 70% 75% 82% 50%
Avg Max Decline   4.46% 5.14% 5.86% 5.97% 5.40% 7.03% 6.32% 7.14% 6.31% 6.01% 3.23%
Max Decline   17.36% 16.33% 17.02% 14.82% 12.84% 14.09% 23.21% 26.75% 19.32% 16.00% 7.32%
Avg Days To Max Decline   15 14 17 19 20 21 18 16 18 13 10
Avg Max Increase   -1.24% -0.73% -1.11% -1.86% -1.42% -0.64% -1.40% -1.70% -1.42% -1.63% -1.28%
Max Increase   -8.77% -2.07% -3.29% -3.40% -3.97% -2.00% -5.21% -7.34% -3.58% -4.35% -7.13%
Avg Days to Max Increase   5 4 7 11 7 6 9 8 5 7 3
2017 Contract Condition   Yes       Yes            
Action   Yes       Yes            
High 106.135 100.230 95.700 99.350 101.300 105.000 102.980 109.550 120.180 127.500    
Low 98.400 92.650 89.885 92.680 96.900 99.500 99.400 101.250 104.980 116.780    
Close/Last 100.350 93.000 93.180 99.350 100.730 99.980 102.430 106.750 120.050 121.700    

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Newsflash

Crude oil, gasoline, heating oil, natural gas --- Buy 'em?  Sell 'em?  When?

From crude oil at an all-time high above $145/barrel --- collapsing down to $35. A run back up to almost $115, a three-year churn, and a plunge from $107 to barely $42 in only nine months. Sellers above $60 eventually drove prices down to barely $26! Major producers are trying to support prices, currently in a range of $40-55. Can seasonal influences be muted for long?

Know the seasonal trends with MRCI's new 2017 Energy Report! https://goo.gl/08atzl