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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Live Cattle(CME) as of Sep 30, 2017
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% 5.65% 2.96%
Max Increase   12.47% 13.33% 21.08% 13.31% 23.89% 27.74% 10.78% 17.67% 16.89% 12.59% 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
2017 Contract Condition     Yes Yes Yes         Yes    
Action     Yes Yes Yes         Not Yet    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   13 20 22 23 23 20 18 25 21 20 18
Penetrated Low   9 11 15 16 15 17 15 18 19 14 12
Scenario Percentage   69% 55% 68% 70% 65% 85% 83% 72% 90% 70% 67%
Avg Max Decline   5.82% 6.64% 6.51% 5.10% 5.63% 5.40% 6.43% 7.28% 5.18% 6.80% 5.20%
Max Decline   11.87% 14.48% 27.03% 22.79% 13.42% 14.82% 13.62% 23.20% 17.43% 15.03% 10.05%
Avg Days To Max Decline   23 19 16 17 18 18 17 10 14 11 14
Avg Max Increase   -1.09% -0.58% -0.74% -1.30% -1.61% -2.28% -2.00% -1.07% -2.58% -2.07% -0.63%
Max Increase   -3.55% -1.39% -2.08% -5.95% -5.68% -5.92% -4.54% -3.45% -10.54% -7.24% -1.83%
Avg Days to Max Increase   7 9 5 9 7 15 7 6 10 8 3
2017 Contract Condition   Yes       Yes Yes Yes Yes   Yes  
Action   No       Yes Yes Yes Not Yet      
High 100.900 104.885 103.980 109.900 119.385 121.850 122.850 119.850 116.450 117.730 115.730  
Low 97.300 99.780 99.980 102.350 105.800 114.050 111.980 112.180 106.730 108.885 113.350  
Close/Last 100.600 100.480 103.300 107.350 119.250 118.900 115.800 113.150 109.100 115.250 113.430  

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Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!