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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Feeder Cattle(CME) as of Jun 30, 2022
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   24 39 44 45 45 45 45 45 45 45 45
Closed Higher   14 23 31 19 24 19 27 30 25 26 19
Exceeded High   13 21 23 15 20 14 24 27 22 20 16
Scenario Percentage   93% 91% 74% 79% 83% 74% 89% 90% 88% 77% 84%
Avg Max Increase   5.91% 4.72% 3.82% 3.76% 4.32% 4.55% 4.74% 4.62% 5.65% 5.84% 3.21%
Max Increase   11.53% 9.99% 8.89% 10.58% 8.15% 10.94% 10.71% 15.89% 18.88% 13.28% 7.04%
Avg Days To Max Increase   20 19 18 14 18 19 19 16 17 13 13
Avg Max Decline   -2.29% -0.84% -1.57% -1.33% -1.14% -1.62% -1.80% -1.58% -1.48% -1.53% -0.65%
Max Decline   -9.58% -2.55% -4.91% -5.68% -4.22% -3.55% -4.91% -6.72% -3.52% -4.58% -3.21%
Avg Days to Max Decline   7 9 12 9 9 9 11 9 9 5 2
2022 Contract Condition   Yes Yes Yes Yes   Yes Yes Yes      
Action   Yes Yes Yes No   Yes Yes Yes      
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   24 39 44 45 45 45 45 45 45 45 45
Closed Lower   10 16 13 26 21 25 18 15 20 19 26
Penetrated Low   7 12 9 16 20 16 12 8 16 14 16
Scenario Percentage   70% 75% 69% 62% 95% 64% 67% 53% 80% 74% 62%
Avg Max Decline   3.46% 6.01% 5.17% 5.10% 4.76% 6.95% 6.87% 6.74% 8.29% 8.95% 5.76%
Max Decline   8.48% 10.47% 15.90% 15.39% 15.76% 18.71% 17.23% 11.37% 21.40% 21.67% 14.75%
Avg Days To Max Decline   20 14 15 13 18 16 16 19 17 13 12
Avg Max Increase   -1.65% -1.61% -1.59% -1.09% -1.72% -1.46% -1.23% -1.85% -1.94% -0.91% -0.49%
Max Increase   -4.95% -4.71% -6.32% -2.92% -10.72% -4.67% -5.68% -3.59% -6.36% -3.45% -1.71%
Avg Days to Max Increase   7 8 9 9 9 12 6 10 7 6 2
2022 Contract Condition           Yes       Yes Yes Yes
Action           Yes       Yes Yes Yes
High 150.850 157.885 165.400 168.235 172.330 171.450 165.900 171.000 173.330 173.500 173.985 165.000
Low 150.750 148.830 149.780 161.400 165.500 157.900 157.800 156.150 163.135 163.900 159.900 154.280
Close/Last 150.750 153.930 163.550 166.635 169.930 158.885 160.800 168.830 172.750 168.450 162.000 161.400

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