MRCI Online
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| ScenarioSM Study for February Lean Hogs(CME) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 36 | 38 | 38 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 |
| Closed Higher | 21 | 26 | 20 | 19 | 24 | 17 | 25 | 20 | 30 | 13 | 22 |
| Exceeded High | 18 | 20 | 16 | 13 | 18 | 13 | 21 | 16 | 24 | 8 | 17 |
| Scenario Percentage | 86% | 77% | 80% | 68% | 75% | 76% | 84% | 80% | 80% | 62% | 77% |
| Avg Max Increase | 6.77% | 6.57% | 9.57% | 11.70% | 8.07% | 9.77% | 8.74% | 9.34% | 7.69% | 10.04% | 4.73% |
| Max Increase | 20.61% | 24.73% | 44.63% | 33.46% | 25.43% | 15.91% | 16.85% | 21.15% | 24.91% | 17.40% | 12.01% |
| Avg Days To Max Increase | 16 | 16 | 21 | 19 | 16 | 18 | 19 | 16 | 16 | 17 | 8 |
| Avg Max Decline | -1.34% | -1.81% | -3.07% | -1.48% | -3.46% | -2.39% | -2.36% | -2.08% | -2.99% | -2.45% | -0.50% |
| Max Decline | -6.86% | -6.80% | -13.45% | -5.74% | -7.59% | -5.21% | -7.32% | -10.34% | -7.69% | -5.97% | -2.10% |
| Avg Days to Max Decline | 6 | 10 | 11 | 8 | 9 | 9 | 8 | 8 | 8 | 4 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | No | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
