MRCI Online
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| ScenarioSM Study for December 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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 38 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 41 | 41 | 41 |
| Closed Higher | 25 | 14 | 24 | 24 | 20 | 16 | 23 | 15 | 25 | 12 | 29 |
| Exceeded High | 19 | 11 | 21 | 17 | 16 | 12 | 18 | 13 | 23 | 10 | 15 |
| Scenario Percentage | 76% | 79% | 88% | 71% | 80% | 75% | 78% | 87% | 92% | 83% | 52% |
| Avg Max Increase | 8.05% | 9.66% | 7.48% | 7.45% | 11.13% | 12.65% | 8.49% | 9.01% | 8.78% | 9.93% | 4.83% |
| Max Increase | 29.22% | 24.55% | 19.08% | 25.45% | 46.98% | 33.60% | 33.21% | 19.37% | 21.17% | 15.99% | 9.68% |
| Avg Days To Max Increase | 20 | 20 | 18 | 17 | 17 | 19 | 16 | 13 | 17 | 14 | 8 |
| Avg Max Decline | -2.40% | -1.92% | -1.59% | -1.95% | -2.55% | -1.97% | -3.73% | -2.52% | -2.63% | -2.05% | -0.72% |
| 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 | 15 | 7 | 8 | 8 | 13 | 8 | 13 | 9 | 7 | 6 | 1 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
