MRCI Online
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| ScenarioSM Study for December Live Cattle(CME) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 39 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 24 | 23 | 22 | 22 | 25 | 27 | 20 | 24 | 25 | 27 | |
| Exceeded High | 20 | 20 | 20 | 17 | 18 | 23 | 21 | 19 | 21 | 17 | 17 | |
| Scenario Percentage | 83% | 83% | 87% | 77% | 82% | 92% | 78% | 95% | 88% | 68% | 63% | |
| Avg Max Increase | 3.90% | 3.75% | 4.29% | 5.76% | 5.79% | 6.73% | 4.49% | 5.52% | 5.00% | 5.88% | 3.17% | |
| Max Increase | 12.47% | 13.33% | 21.08% | 13.31% | 23.89% | 27.74% | 10.78% | 17.67% | 16.89% | 15.14% | 8.00% | |
| Avg Days To Max Increase | 17 | 17 | 16 | 18 | 20 | 21 | 18 | 18 | 19 | 16 | 16 | |
| Avg Max Decline | -1.25% | -1.14% | -1.12% | -1.33% | -1.62% | -1.46% | -2.13% | -1.65% | -1.65% | -1.27% | -1.53% | |
| Max Decline | -3.07% | -4.31% | -5.65% | -7.18% | -3.67% | -6.93% | -9.56% | -7.78% | -5.36% | -2.96% | -6.01% | |
| Avg Days to Max Decline | 9 | 9 | 7 | 7 | 11 | 8 | 7 | 9 | 9 | 6 | 6 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
