MRCI Online
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| ScenarioSM Study for October Live Cattle(CME) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 43 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 29 | 31 | 31 | 25 | 25 | 25 | 21 | 24 | 29 | 20 | 26 | |
| Exceeded High | 26 | 26 | 27 | 20 | 22 | 18 | 18 | 23 | 26 | 18 | 19 | |
| Scenario Percentage | 90% | 84% | 87% | 80% | 88% | 72% | 86% | 96% | 90% | 90% | 73% | |
| Avg Max Increase | 3.65% | 4.96% | 4.07% | 4.72% | 5.11% | 5.98% | 6.60% | 7.16% | 4.82% | 6.74% | 4.58% | |
| Max Increase | 9.11% | 14.10% | 11.76% | 14.08% | 20.35% | 13.11% | 21.44% | 27.14% | 13.64% | 25.05% | 18.26% | |
| Avg Days To Max Increase | 20 | 18 | 16 | 18 | 18 | 16 | 17 | 16 | 15 | 14 | 16 | |
| Avg Max Decline | -1.26% | -0.51% | -1.26% | -1.16% | -1.41% | -1.26% | -1.86% | -1.94% | -2.13% | -1.54% | -0.64% | |
| Max Decline | -3.97% | -1.65% | -4.11% | -5.63% | -5.37% | -7.13% | -4.03% | -10.28% | -8.40% | -6.73% | -3.21% | |
| Avg Days to Max Decline | 9 | 9 | 8 | 8 | 8 | 7 | 10 | 9 | 6 | 11 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
