MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for December Lean Hogs(CME) as of Sep 30, 2006
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 34 35 36 36 36 36 36 36 37 37 37
Closed Higher 23 12 24 21 18 15 20 14 24 10 26
Exceeded High 17 9 21 15 15 11 15 12 22 8 14
Scenario Percentage 74% 75% 88% 71% 83% 73% 75% 86% 92% 80% 54%
Avg Max Increase 8.31% 11.17% 7.48% 7.59% 11.46% 12.90% 9.29% 9.52% 8.22% 10.61% 4.50%
Max Increase 29.22% 24.55% 19.08% 25.45% 46.98% 33.60% 33.21% 19.37% 16.97% 15.99% 9.68%
Avg Days To Max Increase 22 21 18 17 17 18 19 14 17 16 8
Avg Max Decline -2.67% -1.43% -1.59% -1.85% -2.60% -1.80% -4.14% -2.74% -2.55% -1.80% -0.77%
Max Decline -6.89% -6.79% -8.67% -7.43% -8.24% -6.28% -6.72% -8.87% -10.12% -4.42% -2.09%
Avg Days to Max Decline 17 4 8 8 14 7 15 10 7 6 1
2006 Contract Condition   Yes   Yes   Yes Yes Yes      
Action   Yes   Yes   Yes Yes Yes      
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 34 35 36 36 36 36 36 36 37 37 37
Closed Lower 10 23 12 15 18 21 16 21 13 26 11
Penetrated Low 9 15 9 12 17 16 14 12 12 17 7
Scenario Percentage 90% 65% 75% 80% 94% 76% 88% 57% 92% 65% 64%
Avg Max Decline 5.13% 6.68% 12.75% 8.70% 11.87% 10.71% 7.16% 11.45% 9.36% 8.73% 16.98%
Max Decline 12.04% 19.90% 34.58% 31.77% 31.38% 24.36% 16.90% 22.35% 18.06% 44.65% 47.59%
Avg Days To Max Decline 15 16 20 20 19 21 15 19 15 10 11
Avg Max Increase -0.82% -1.51% -1.56% -3.03% -2.35% -1.96% -3.21% -2.88% -3.62% -1.21% -1.68%
Max Increase -3.18% -6.21% -3.50% -9.21% -7.09% -11.01% -7.27% -9.81% -13.85% -5.67% -4.64%
Avg Days to Max Increase 7 9 12 17 8 13 7 11 7 4 2
2006 Contract Condition Yes   Yes   Yes       Yes    
Action No   Yes   No       Not Yet    
High 56.000 55.075 55.500 56.100 56.750 59.500 60.225 64.500 65.600    
Low 51.300 51.950 52.100 51.500 53.900 54.900 56.450 58.750 59.300    
Close/Last 52.750 54.325 52.125 55.900 54.800 58.675 59.875 63.700 60.850