MRCI Online
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| ScenarioSM Study for January Feeder Cattle(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 18 | 29 | 30 | 34 | 34 | 35 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 11 | 11 | 20 | 20 | 21 | 26 | 19 | 20 | 13 | 22 | 21 | |
| Exceeded High | 9 | 11 | 16 | 18 | 21 | 20 | 17 | 18 | 11 | 19 | 17 | |
| Scenario Percentage | 82% | 100% | 80% | 90% | 100% | 77% | 89% | 90% | 85% | 86% | 81% | |
| Avg Max Increase | 5.63% | 5.26% | 4.76% | 4.65% | 4.93% | 4.15% | 4.13% | 4.61% | 4.20% | 4.72% | 3.38% | |
| 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 | 15 | 15 | 19 | 20 | 17 | 16 | 12 | 19 | 15 | 18 | 16 | |
| Avg Max Decline | -0.84% | -0.99% | -0.89% | -2.58% | -0.93% | -1.44% | -1.20% | -1.63% | -1.49% | -1.81% | -0.57% | |
| 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 | 6 | 10 | 13 | 11 | 6 | 8 | 8 | 9 | 9 | 10 | 4 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
