MRCI Online
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| ScenarioSM Study for December Live Cattle(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 38 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 23 | 22 | 22 | 21 | 25 | 27 | 22 | 26 | 24 | 27 | |
| Exceeded High | 21 | 19 | 19 | 17 | 18 | 23 | 21 | 20 | 23 | 17 | 19 | |
| Scenario Percentage | 84% | 83% | 86% | 77% | 86% | 92% | 78% | 91% | 88% | 71% | 70% | |
| Avg Max Increase | 3.59% | 4.04% | 4.19% | 5.44% | 5.38% | 6.57% | 4.53% | 5.51% | 5.03% | 5.61% | 2.93% | |
| 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 | 15 | 17 | 15 | 17 | 20 | 20 | 17 | 18 | 19 | 15 | 16 | |
| Avg Max Decline | -1.32% | -1.14% | -0.97% | -1.35% | -1.66% | -1.38% | -1.80% | -1.59% | -1.61% | -1.05% | -1.46% | |
| Max Decline | -3.93% | -4.31% | -5.65% | -7.18% | -3.67% | -6.93% | -9.56% | -7.78% | -5.36% | -2.91% | -6.01% | |
| Avg Days to Max Decline | 9 | 9 | 7 | 7 | 13 | 7 | 7 | 9 | 10 | 6 | 6 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
