MRCI Online
|
| ScenarioSM Study for April Feeder Cattle(CME) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Mar |
| Tested Years | 13 | 28 | 34 | 35 | 35 | 37 | 37 | 39 | 39 | 39 | 39 | |
| Closed Higher | 7 | 16 | 22 | 18 | 17 | 14 | 21 | 23 | 25 | 22 | 20 | |
| Exceeded High | 7 | 15 | 15 | 14 | 14 | 9 | 19 | 22 | 21 | 17 | 17 | |
| Scenario Percentage | 100% | 94% | 68% | 78% | 82% | 64% | 90% | 96% | 84% | 77% | 85% | |
| Avg Max Increase | 5.49% | 4.81% | 3.54% | 3.96% | 4.27% | 5.01% | 4.99% | 5.75% | 6.13% | 7.71% | 4.19% | |
| Max Increase | 9.27% | 9.99% | 8.89% | 10.58% | 8.15% | 10.94% | 10.71% | 16.45% | 18.88% | 21.09% | 13.09% | |
| Avg Days To Max Increase | 19 | 19 | 16 | 14 | 21 | 20 | 19 | 16 | 17 | 11 | 13 | |
| Avg Max Decline | -3.37% | -0.87% | -1.19% | -1.37% | -1.15% | -1.31% | -1.39% | -1.25% | -1.73% | -1.50% | -0.84% | |
| Max Decline | -9.58% | -2.54% | -4.91% | -5.68% | -4.22% | -3.55% | -4.91% | -6.72% | -5.36% | -4.58% | -4.35% | |
| Avg Days to Max Decline | 10 | 10 | 9 | 9 | 10 | 7 | 10 | 8 | 10 | 5 | 1 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
