MRCI Online
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| ScenarioSM Study for March Feeder Cattle(CME) as of Jan 31, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 37 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 14 | 20 | 25 | 28 | 22 | 25 | 17 | 24 | 27 | 22 | 23 | |
| Exceeded High | 11 | 15 | 23 | 20 | 16 | 20 | 11 | 21 | 24 | 19 | 13 | |
| Scenario Percentage | 79% | 75% | 92% | 71% | 73% | 80% | 65% | 88% | 89% | 86% | 57% | |
| Avg Max Increase | 6.28% | 5.30% | 4.39% | 4.28% | 4.21% | 4.91% | 3.74% | 5.16% | 4.96% | 5.90% | 4.41% | |
| Max Increase | 15.13% | 11.81% | 9.73% | 9.12% | 11.69% | 8.82% | 5.76% | 11.70% | 15.68% | 16.68% | 10.89% | |
| Avg Days To Max Increase | 19 | 20 | 19 | 18 | 15 | 18 | 14 | 17 | 17 | 14 | 14 | |
| Avg Max Decline | -1.44% | -2.08% | -0.82% | -1.98% | -1.59% | -1.73% | -1.38% | -1.80% | -1.58% | -1.69% | -0.60% | |
| Max Decline | -7.26% | -10.19% | -2.93% | -5.11% | -5.64% | -9.63% | -4.75% | -5.65% | -8.06% | -8.80% | -1.96% | |
| Avg Days to Max Decline | 7 | 11 | 9 | 10 | 10 | 10 | 6 | 9 | 7 | 7 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
