MRCI Online
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| ScenarioSM Study for March Feeder Cattle(CME) 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 | Feb | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 9 | 24 | 29 | 32 | 33 | 33 | 35 | 35 | 35 | 35 | 35 |
| Closed Higher | 7 | 13 | 16 | 19 | 19 | 19 | 12 | 20 | 19 | 19 | 16 |
| Exceeded High | 5 | 11 | 15 | 13 | 14 | 15 | 8 | 18 | 18 | 15 | 8 |
| Scenario Percentage | 71% | 85% | 94% | 68% | 74% | 79% | 67% | 90% | 95% | 79% | 50% |
| Avg Max Increase | 6.83% | 4.95% | 4.66% | 4.09% | 4.64% | 5.36% | 4.03% | 6.01% | 5.98% | 6.76% | 5.07% |
| Max Increase | 13.41% | 8.56% | 9.73% | 9.12% | 11.69% | 8.82% | 5.76% | 22.42% | 15.82% | 16.68% | 10.89% |
| Avg Days To Max Increase | 18 | 20 | 19 | 16 | 16 | 22 | 15 | 16 | 17 | 15 | 14 |
| Avg Max Decline | -0.49% | -1.98% | -0.86% | -1.34% | -1.80% | -2.06% | -1.37% | -1.53% | -1.55% | -1.72% | -0.51% |
| Max Decline | -1.68% | -10.19% | -2.48% | -5.11% | -5.64% | -9.63% | -4.75% | -5.65% | -8.06% | -8.80% | -1.37% |
| Avg Days to Max Decline | 7 | 12 | 9 | 5 | 10 | 12 | 6 | 9 | 7 | 7 | 2 |
| 2007 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.
