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MRCI's ScenarioSM Study
ScenarioSM Study for December Live Cattle(CME) as of Dec 25, 2003
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 29 37 38 38 38 38 38 38 38 38 38
Closed Higher 20 19 20 19 17 18 21 18 23 22 23
Exceeded High 16 14 18 15 15 17 16 15 20 16 15
Scenario Percentage 80% 74% 90% 79% 88% 94% 76% 83% 87% 73% 65%
Avg Max Increase 3.60% 4.05% 4.89% 5.19% 4.91% 6.83% 4.34% 5.08% 4.90% 5.80% 3.49%
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 16 18 15 17 18 17 16 18 20 15 13
Avg Max Decline -1.26% -0.83% -0.90% -1.25% -1.56% -1.24% -1.68% -1.74% -1.55% -0.98% -0.62%
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 10 9 6 2
2003 Contract Condition       Yes Yes Yes Yes Yes Yes Yes Yes
Action       Yes Yes 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 29 37 38 38 38 38 38 38 38 38 38
Closed Lower 8 18 18 19 20 20 17 20 15 16 15
Penetrated Low 6 8 13 14 12 15 13 12 13 11 11
Scenario Percentage 75% 44% 72% 74% 60% 75% 76% 60% 87% 69% 73%
Avg Max Decline 6.19% 7.25% 6.87% 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 23 17 19 21 18 16 9 13 10 21
Avg Max Increase -1.18% -0.66% -0.81% -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 12 8 9 9 11 7 5 10 8 10
2003 Contract Condition   Yes Yes                
Action   Yes No                
High 73.250 72.550 70.950 72.275 74.175 74.900 78.125 81.225 85.550 95.250 99.300
Low 71.375 69.750 69.200 70.525 70.900 71.600 72.900 76.000 80.750 84.400 90.600
Close/Last 72.200 70.600 70.450 72.050 73.525 73.575 77.225 80.950 84.950 90.900 99.250