MRCI Online
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| ScenarioSM Study for January Feeder Cattle(CME) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 36 | 37 | 41 | 41 | 42 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 14 | 16 | 23 | 25 | 27 | 31 | 19 | 25 | 16 | 25 | 25 | |
| Exceeded High | 11 | 15 | 19 | 22 | 26 | 24 | 17 | 22 | 13 | 21 | 20 | |
| Scenario Percentage | 79% | 94% | 83% | 88% | 96% | 77% | 89% | 88% | 81% | 84% | 80% | |
| Avg Max Increase | 7.41% | 6.26% | 5.17% | 5.07% | 4.98% | 4.38% | 4.13% | 4.66% | 3.84% | 4.47% | 3.10% | |
| Max Increase | 23.34% | 23.36% | 15.37% | 12.51% | 10.16% | 9.97% | 15.07% | 12.29% | 8.07% | 10.33% | 7.28% | |
| Avg Days To Max Increase | 17 | 16 | 19 | 21 | 17 | 17 | 12 | 17 | 14 | 16 | 15 | |
| Avg Max Decline | -0.79% | -1.25% | -1.03% | -2.40% | -1.17% | -1.79% | -1.20% | -1.52% | -1.42% | -1.85% | -0.78% | |
| Max Decline | -4.25% | -7.28% | -3.95% | -11.41% | -5.98% | -5.68% | -5.73% | -7.29% | -4.34% | -5.38% | -2.57% | |
| Avg Days to Max Decline | 5 | 9 | 12 | 10 | 6 | 10 | 8 | 8 | 8 | 9 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
