MRCI Online
|
| ScenarioSM Study for January Feeder Cattle(CME) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Dec |
| Tested Years | 16 | 27 | 28 | 32 | 32 | 33 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 10 | 11 | 19 | 19 | 20 | 25 | 18 | 19 | 12 | 21 | 19 | |
| Exceeded High | 8 | 11 | 15 | 18 | 20 | 19 | 16 | 17 | 10 | 18 | 16 | |
| Scenario Percentage | 80% | 100% | 79% | 95% | 100% | 76% | 89% | 89% | 83% | 86% | 84% | |
| Avg Max Increase | 6.25% | 5.26% | 4.79% | 4.65% | 5.00% | 4.19% | 4.31% | 4.68% | 4.21% | 4.63% | 3.36% | |
| Max Increase | 15.76% | 23.36% | 14.18% | 9.86% | 10.16% | 9.97% | 15.07% | 12.29% | 8.07% | 10.33% | 7.28% | |
| Avg Days To Max Increase | 17 | 15 | 19 | 20 | 17 | 15 | 12 | 19 | 15 | 16 | 15 | |
| Avg Max Decline | -0.97% | -0.99% | -0.93% | -2.58% | -0.99% | -1.40% | -1.24% | -1.70% | -1.33% | -1.86% | -0.60% | |
| Max Decline | -4.25% | -7.28% | -3.95% | -11.41% | -3.46% | -5.37% | -5.73% | -7.29% | -4.34% | -5.38% | -2.57% | |
| Avg Days to Max Decline | 7 | 10 | 14 | 11 | 6 | 7 | 8 | 9 | 9 | 10 | 4 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
