MRCI Online
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| ScenarioSM Study for March Feeder Cattle(CME) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 10 | 26 | 31 | 34 | 35 | 35 | 37 | 37 | 37 | 37 | 37 |
| Closed Higher | 8 | 14 | 18 | 20 | 20 | 20 | 12 | 20 | 20 | 19 | 17 |
| Exceeded High | 6 | 12 | 17 | 14 | 15 | 15 | 8 | 18 | 19 | 15 | 8 |
| Scenario Percentage | 75% | 86% | 94% | 70% | 75% | 75% | 67% | 90% | 95% | 79% | 47% |
| Avg Max Increase | 6.85% | 4.81% | 4.47% | 3.94% | 4.44% | 5.36% | 4.03% | 6.01% | 5.91% | 6.75% | 5.06% |
| 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 | 20 | 19 | 19 | 16 | 16 | 22 | 15 | 16 | 16 | 14 | 13 |
| Avg Max Decline | -0.64% | -2.09% | -0.97% | -1.39% | -1.68% | -2.06% | -1.37% | -1.53% | -1.53% | -1.72% | -0.51% |
| Max Decline | -1.68% | -10.19% | -2.93% | -5.11% | -5.64% | -9.63% | -4.75% | -5.65% | -8.06% | -8.80% | -1.37% |
| Avg Days to Max Decline | 7 | 12 | 9 | 6 | 10 | 12 | 6 | 9 | 7 | 7 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
