MRCI Online
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| ScenarioSM Study for March Feeder Cattle(CME) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 11 | 27 | 32 | 35 | 36 | 36 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 9 | 15 | 18 | 21 | 20 | 20 | 12 | 20 | 21 | 20 | 18 | |
| Exceeded High | 7 | 13 | 17 | 14 | 15 | 15 | 8 | 18 | 20 | 16 | 9 | |
| Scenario Percentage | 78% | 87% | 94% | 67% | 75% | 75% | 67% | 90% | 95% | 80% | 50% | |
| Avg Max Increase | 6.17% | 4.66% | 4.47% | 3.94% | 4.44% | 5.36% | 4.03% | 6.01% | 5.96% | 6.80% | 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 | 18 | 19 | 16 | 16 | 22 | 15 | 16 | 16 | 15 | 14 | |
| Avg Max Decline | -0.71% | -2.32% | -0.97% | -1.39% | -1.68% | -2.06% | -1.37% | -1.53% | -1.50% | -1.73% | -0.46% | |
| 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 | 6 | 12 | 9 | 6 | 10 | 12 | 6 | 9 | 6 | 7 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
