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MRCI's ScenarioSM Study
ScenarioSM Study for December Live Cattle(CME) as of Nov 14, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 28 36 37 37 37 37 37 37 37 37 37
Closed Higher 19 19 20 19 17 17 20 17 22 21 22
Exceeded High 15 14 18 15 15 16 15 14 19 15 14
Scenario Percentage 79% 74% 90% 79% 88% 94% 75% 82% 86% 71% 64%
Avg Max Increase 3.75% 4.05% 4.89% 5.19% 4.91% 6.87% 4.26% 5.13% 4.83% 5.96% 3.64%
Max Increase 12.47% 13.33% 21.08% 13.31% 23.89% 27.74% 8.31% 14.51% 11.52% 10.63% 8.00%
Avg Days To Max Increase 17 18 15 17 18 17 16 17 20 16 14
Avg Max Decline -1.34% -0.83% -0.90% -1.25% -1.56% -1.31% -1.75% -1.74% -1.51% -0.96% -0.63%
Max Decline -3.93% -3.57% -5.65% -7.18% -4.12% -6.93% -9.56% -7.78% -5.36% -2.91% -2.31%
Avg Days to Max Decline 6 9 5 9 9 5 7 9 9 5 2
2002 Contract Condition Yes         Yes Yes Yes Yes Yes Yes
Action Yes         Yes Yes Yes Yes Yes  
Copyright © 2001 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 28 36 37 37 37 37 37 37 37 37 37
Closed Lower 8 17 17 18 19 20 17 20 15 16 15
Penetrated Low 6 7 12 14 12 15 13 12 13 11 11
Scenario Percentage 75% 41% 71% 78% 63% 75% 76% 60% 87% 69% 73%
Avg Max Decline 6.19% 6.71% 6.79% 5.33% 6.52% 5.69% 5.08% 6.87% 4.90% 6.73% 10.68%
Max Decline 11.87% 14.48% 27.03% 22.79% 13.42% 14.82% 13.62% 23.20% 10.41% 15.03% 24.65%
Avg Days To Max Decline 22 22 16 19 21 18 16 9 13 10 21
Avg Max Increase -1.18% -0.55% -0.74% -1.14% -1.87% -2.16% -1.57% -0.98% -2.13% -1.63% -3.75%
Max Increase -3.55% -1.39% -2.08% -3.46% -5.68% -5.92% -4.54% -3.45% -5.33% -7.24% -12.01%
Avg Days to Max Increase 5 13 8 9 9 11 7 5 10 8 10
2002 Contract Condition   Yes Yes Yes Yes            
Action   Yes Yes No No            
High 73.000 73.800 73.200 70.850 69.000 67.250 69.350 70.800 72.675 73.250 73.500
Low 71.550 72.000 69.600 64.250 65.300 65.425 66.675 68.300 69.650 69.025 72.250
Close/Last 72.775 72.200 69.700 67.950 66.100 66.725 68.825 70.175 70.625 73.200 73.225