MRCI Online
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| ScenarioSM Study for October 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 37 | 38 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 41 |
| Closed Higher | 24 | 22 | 26 | 16 | 23 | 27 | 19 | 16 | 22 | 20 | 27 |
| Exceeded High | 20 | 18 | 21 | 14 | 19 | 19 | 17 | 12 | 20 | 17 | 16 |
| Scenario Percentage | 83% | 82% | 81% | 88% | 83% | 70% | 89% | 75% | 91% | 85% | 59% |
| Avg Max Increase | 5.51% | 7.10% | 8.32% | 8.66% | 7.83% | 9.00% | 10.82% | 13.58% | 9.14% | 8.99% | 5.29% |
| Max Increase | 13.88% | 22.10% | 30.19% | 23.22% | 18.19% | 25.89% | 44.70% | 33.79% | 32.64% | 21.46% | 13.06% |
| Avg Days To Max Increase | 16 | 11 | 20 | 18 | 19 | 18 | 19 | 20 | 16 | 9 | 9 |
| Avg Max Decline | -2.82% | -1.04% | -2.57% | -2.09% | -2.09% | -1.55% | -2.69% | -2.96% | -3.97% | -1.80% | -0.76% |
| Max Decline | -9.45% | -5.79% | -6.89% | -5.74% | -9.70% | -6.61% | -14.68% | -6.03% | -13.13% | -10.53% | -2.74% |
| Avg Days to Max Decline | 12 | 5 | 12 | 9 | 8 | 6 | 9 | 13 | 10 | 3 | 3 |
| 2009 Contract Condition | Yes | Yes | |||||||||
| Action | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
