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MRCI's ScenarioSM Study
ScenarioSM Study for October Live Cattle(CME) as of Dec 05, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 34 37 37 38 39 39 39 39 39 39 39
Closed Higher 23 26 26 20 18 22 16 18 23 20 22
Exceeded High 21 23 22 15 16 16 15 18 22 16 16
Scenario Percentage 91% 88% 85% 75% 89% 73% 94% 100% 96% 80% 73%
Avg Max Increase 3.65% 4.90% 4.21% 5.03% 5.18% 5.84% 5.62% 7.62% 4.96% 7.12% 4.64%
Max Increase 9.11% 14.10% 14.44% 14.08% 20.35% 13.11% 21.44% 27.14% 13.64% 25.05% 18.26%
Avg Days To Max Increase 19 16 16 18 18 14 15 14 15 14 16
Avg Max Decline -1.17% -0.46% -1.14% -0.81% -1.41% -1.34% -1.65% -1.62% -1.75% -1.58% -0.70%
Max Decline -3.69% -1.68% -4.11% -2.74% -5.37% -7.13% -4.03% -10.28% -8.40% -6.73% -3.21%
Avg Days to Max Decline 13 9 6 5 7 7 8 7 5 9 4
2003 Contract Condition Yes Yes       Yes Yes Yes Yes Yes Yes
Action Yes No       Yes Yes Yes Yes Yes Yes
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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years 34 37 37 38 39 39 39 39 39 39 39
Closed Lower 11 11 11 18 20 17 23 21 16 19 17
Penetrated Low 8 4 8 12 15 13 17 15 14 14 15
Scenario Percentage 73% 36% 73% 67% 75% 76% 74% 71% 88% 74% 88%
Avg Max Decline 3.72% 7.33% 6.25% 6.69% 6.54% 6.05% 5.49% 6.13% 5.00% 6.82% 8.59%
Max Decline 12.82% 13.48% 12.91% 14.73% 25.65% 22.84% 14.26% 15.45% 13.56% 23.20% 25.03%
Avg Days To Max Decline 17 16 19 19 17 19 22 19 15 11 15
Avg Max Increase -1.01% -1.62% -1.61% -0.52% -1.22% -1.28% -1.85% -2.01% -2.21% -1.77% -2.31%
Max Increase -3.67% -2.70% -3.39% -1.96% -3.76% -2.33% -5.22% -6.56% -6.02% -4.87% -6.42%
Avg Days to Max Increase 6 13 5 7 9 8 10 12 11 5 6
2003 Contract Condition     Yes Yes Yes            
Action     Yes Yes Yes            
High 72.000 72.700 72.400 71.600 69.825 70.400 71.675 72.000 78.300 83.200 88.300
Low 69.050 70.600 70.000 68.550 67.650 68.850 67.600 68.225 70.200 75.650 82.900
Close/Last 71.525 71.550 71.425 69.625 69.075 69.975 70.600 70.925 77.700 82.850 87.600