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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March 10-Year T-Notes(CBOT) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 11 14 19 21 25 25 25 25 25 25 25
Closed Higher 5 7 14 12 17 20 16 13 16 17 13
Exceeded High 5 7 10 11 15 19 15 13 15 12 11
Scenario Percentage 100% 100% 71% 92% 88% 95% 94% 100% 94% 71% 85%
Avg Max Increase 4.42% 2.65% 2.96% 3.13% 3.84% 2.72% 2.75% 2.33% 3.00% 2.63% 1.40%
Max Increase 9.87% 5.99% 5.18% 9.68% 12.83% 7.97% 7.51% 4.87% 8.15% 9.27% 2.73%
Avg Days To Max Increase 11 18 20 15 15 16 15 15 18 11 10
Avg Max Decline -0.09% 0.02% -0.56% -0.17% -0.54% -0.50% -0.64% -0.69% -1.12% -0.63% -0.37%
Max Decline -0.35% -0.99% -2.04% -0.88% -1.70% -1.38% -2.27% -2.19% -3.13% -1.47% -1.34%
Avg Days to Max Decline 4 7 9 4 9 7 9 7 9 6 4
2007 Contract Condition     Yes Yes Yes Yes Yes Yes     Yes
Action     Yes Yes Yes Yes Yes Yes     Yes
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 11 14 19 21 25 25 25 25 25 25 25
Closed Lower 6 7 4 9 8 5 9 12 9 8 12
Penetrated Low 4 4 2 6 5 3 8 9 7 5 12
Scenario Percentage 67% 57% 50% 67% 62% 60% 89% 75% 78% 62% 100%
Avg Max Decline 3.17% 2.20% 3.53% 2.15% 2.56% 3.06% 1.85% 1.85% 2.45% 1.72% 4.12%
Max Decline 6.91% 5.27% 6.46% 5.88% 8.03% 4.52% 2.99% 4.16% 4.53% 2.13% 11.99%
Avg Days To Max Decline 12 17 9 17 19 12 13 8 25 11 16
Avg Max Increase -0.10% -0.71% -0.33% -0.72% -0.73% -0.36% -0.45% -0.75% -1.02% -0.90% -0.55%
Max Increase -0.49% -1.37% -0.66% -2.04% -1.66% -0.63% -1.64% -1.35% -3.95% -1.61% -1.29%
Avg Days to Max Increase 19 9 4 5 11 6 9 4 11 7 7
2007 Contract Condition Yes Yes             Yes Yes  
Action Yes Yes             Yes Not Yet  
High 106~140 105~120 105~270 105~315 107~130 108~240 108~200 109~070 109~210 108~105 109~075
Low 104~285 104~105 104~000 104~075 105~255 106~195 106~205 107~125 107~115 106~065 106~180
Close/Last 105~105 104~230 104~290 105~315 107~130 108~035 108~100 109~060 107~150 106~240 108~180

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Newsflash

Whether you're a hedger protecting margins or a speculator looking for higher-probability setups, understanding Lean Hog seasonal rhythms alongside today’s supply/demand picture strengthens risk management.


What’s Included

  • 15+ years of historical lean hog seasonal charts

  • Cattle-hog inter-market spread analysis

  • Outright hog seasonal tendencies

  • Daily historical charts and spread relationships

  • Seasonal insights to support hedging and speculative planning


 

MRCI has specialized in seasonal market analysis for agricultural and financial futures for over 40 years!