MRCI Online
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| ScenarioSM Study for April Feeder Cattle(CME) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 35 | 41 | 42 | 42 | 43 | 43 | 45 | 45 | 45 | 45 | |
| Closed Higher | 11 | 20 | 27 | 19 | 21 | 18 | 25 | 27 | 27 | 26 | 22 | |
| Exceeded High | 10 | 18 | 20 | 15 | 18 | 12 | 22 | 25 | 23 | 20 | 20 | |
| Scenario Percentage | 91% | 90% | 74% | 79% | 86% | 67% | 88% | 93% | 85% | 77% | 91% | |
| Avg Max Increase | 5.20% | 4.54% | 4.02% | 3.76% | 4.33% | 4.42% | 4.95% | 5.11% | 5.66% | 7.18% | 3.92% | |
| Max Increase | 11.53% | 9.99% | 8.89% | 10.58% | 8.15% | 10.94% | 10.71% | 15.89% | 18.88% | 21.09% | 13.09% | |
| Avg Days To Max Increase | 18 | 19 | 18 | 14 | 19 | 19 | 19 | 16 | 17 | 11 | 12 | |
| Avg Max Decline | -2.40% | -0.81% | -1.57% | -1.33% | -1.19% | -1.39% | -1.55% | -1.24% | -1.64% | -1.56% | -0.92% | |
| Max Decline | -9.58% | -2.55% | -4.91% | -5.68% | -4.22% | -3.55% | -4.91% | -6.72% | -5.36% | -4.58% | -4.35% | |
| Avg Days to Max Decline | 8 | 10 | 11 | 9 | 9 | 8 | 9 | 8 | 10 | 5 | 1 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | 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.
