MRCI Online
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| ScenarioSM Study for August Lean Hogs(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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 29 | 29 | 33 | 25 | 29 | 24 | 25 | 31 | 21 | 23 | 26 | |
| Exceeded High | 21 | 25 | 26 | 24 | 24 | 20 | 23 | 24 | 17 | 17 | 19 | |
| Scenario Percentage | 72% | 86% | 79% | 96% | 83% | 83% | 92% | 77% | 81% | 74% | 73% | |
| Avg Max Increase | 5.91% | 6.83% | 6.61% | 7.65% | 9.05% | 10.45% | 8.93% | 9.20% | 10.76% | 9.66% | 5.07% | |
| Max Increase | 15.72% | 17.68% | 22.82% | 28.19% | 29.21% | 23.29% | 17.33% | 29.29% | 42.67% | 43.06% | 13.41% | |
| Avg Days To Max Increase | 20 | 18 | 18 | 17 | 20 | 18 | 20 | 20 | 17 | 12 | 8 | |
| Avg Max Decline | -1.54% | -1.59% | -2.07% | -1.24% | -2.29% | -1.83% | -2.14% | -2.66% | -2.77% | -3.03% | -0.38% | |
| Max Decline | -4.06% | -4.26% | -8.50% | -5.82% | -7.71% | -4.71% | -9.25% | -7.54% | -11.11% | -6.47% | -2.54% | |
| Avg Days to Max Decline | 13 | 9 | 10 | 9 | 12 | 9 | 7 | 11 | 10 | 10 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
