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MRCI's ScenarioSM Study
ScenarioSM Study for December Live Cattle(CME) as of Oct 31, 2004
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 38 39 39 39 39 39 39 39 39 39
Closed Higher 20 19 20 20 18 19 22 19 24 23 24
Exceeded High 16 14 18 16 16 18 17 16 21 17 16
Scenario Percentage 80% 74% 90% 80% 89% 95% 77% 84% 88% 74% 67%
Avg Max Increase 3.60% 4.05% 4.89% 5.11% 5.00% 7.03% 4.72% 5.87% 5.47% 6.05% 3.31%
Max Increase 12.47% 13.33% 21.08% 13.31% 23.89% 27.74% 10.78% 17.67% 16.89% 10.63% 8.00%
Avg Days To Max Increase 16 18 15 16 18 17 17 18 20 14 12
Avg Max Decline -1.26% -0.83% -0.90% -1.27% -1.62% -1.22% -1.68% -1.64% -1.51% -0.94% -0.66%
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 10 10 5 6 10 8 5 2
2004 Contract Condition Yes Yes   Yes Yes   Yes        
Action Yes Yes   Yes Yes   No        
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 38 39 39 39 39 39 39 39 39 39
Closed Lower 8 19 19 19 20 20 17 20 15 16 15
Penetrated Low 6 9 13 14 12 15 13 12 13 11 11
Scenario Percentage 75% 47% 68% 74% 60% 75% 76% 60% 87% 69% 73%
Avg Max Decline 6.19% 6.67% 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 21 17 19 21 18 16 9 13 10 21
Avg Max Increase -1.18% -0.64% -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 11 8 9 9 11 7 5 10 8 10
2004 Contract Condition     Yes     Yes   Yes Yes Yes Yes
Action     No     Yes   Yes Yes Not Yet  
High 78.400 78.250 78.900 84.200 88.500 90.250 91.950 91.400 89.550 89.475 84.225
Low 73.500 75.650 76.425 77.500 82.200 86.050 85.000 85.400 85.350 83.300 83.550
Close/Last 77.250 78.000 77.950 83.125 87.500 87.050 89.500 87.450 87.275 84.475 83.950