MRCI Online
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| ScenarioSM Study for May Lean Hogs(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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 11 | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 | |
| Closed Higher | 6 | 9 | 6 | 7 | 8 | 11 | 3 | 8 | 6 | 6 | 7 | |
| Exceeded High | 6 | 8 | 6 | 6 | 6 | 9 | 3 | 7 | 5 | 6 | 7 | |
| Scenario Percentage | 100% | 89% | 100% | 86% | 75% | 82% | 100% | 88% | 83% | 100% | 100% | |
| Avg Max Increase | 7.78% | 4.23% | 4.11% | 7.75% | 5.73% | 4.00% | 5.95% | 4.55% | 8.41% | 7.25% | 4.71% | |
| 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 | 15 | 21 | 12 | 26 | 22 | 20 | 17 | 16 | 15 | 8 | 8 | |
| Avg Max Decline | -0.23% | -2.43% | -1.49% | -2.61% | -1.95% | -4.65% | -3.10% | -2.15% | -2.11% | -3.03% | -0.73% | |
| Max Decline | -1.50% | -3.35% | -4.37% | -5.45% | -3.84% | -9.21% | -5.91% | -5.63% | -3.95% | -4.58% | -2.24% | |
| Avg Days to Max Decline | 2 | 13 | 8 | 10 | 7 | 17 | 14 | 17 | 9 | 6 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | No | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
