MRCI Online
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| ScenarioSM Study for May Lean Hogs(CME) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 10 | 11 | 11 | 11 | 11 | 11 | 11 | 11 | 11 | 11 | 11 | |
| Closed Higher | 5 | 8 | 5 | 7 | 7 | 10 | 3 | 7 | 6 | 5 | 6 | |
| Exceeded High | 5 | 7 | 5 | 6 | 5 | 9 | 3 | 7 | 5 | 5 | 6 | |
| Scenario Percentage | 100% | 88% | 100% | 86% | 71% | 90% | 100% | 100% | 83% | 100% | 100% | |
| Avg Max Increase | 7.58% | 4.71% | 4.67% | 7.75% | 6.58% | 4.00% | 5.95% | 4.55% | 8.41% | 8.06% | 5.07% | |
| Max Increase | 17.80% | 7.45% | 7.33% | 16.19% | 15.29% | 14.81% | 10.89% | 14.19% | 20.78% | 20.55% | 11.59% | |
| Avg Days To Max Increase | 12 | 20 | 12 | 26 | 21 | 20 | 17 | 16 | 15 | 8 | 8 | |
| Avg Max Decline | -0.19% | -2.50% | -0.91% | -2.61% | -1.76% | -4.65% | -3.10% | -2.15% | -2.11% | -2.73% | -0.80% | |
| Max Decline | -1.50% | -3.35% | -2.17% | -5.45% | -3.84% | -9.21% | -5.91% | -5.63% | -3.95% | -3.83% | -2.24% | |
| Avg Days to Max Decline | 3 | 12 | 7 | 10 | 8 | 17 | 14 | 17 | 9 | 5 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | No | Yes | No | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
