Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for August Feeder Cattle(CME) as of Apr 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   11 31 35 36 36 38 38 39 39 39 39
Closed Higher   6 11 20 22 25 22 18 25 22 23 25
Exceeded High   5 6 18 21 21 15 15 20 18 21 20
Scenario Percentage   83% 55% 90% 95% 84% 68% 83% 80% 82% 91% 80%
Avg Max Increase   4.67% 3.81% 4.33% 5.30% 4.89% 7.03% 6.69% 5.92% 6.99% 6.03% 4.06%
Max Increase   7.56% 6.02% 11.09% 15.56% 16.73% 17.28% 24.60% 17.35% 14.63% 11.04% 13.56%
Avg Days To Max Increase   22 13 20 15 16 18 20 20 19 15 14
Avg Max Decline   -1.32% -1.21% -1.07% -0.80% -1.29% -1.49% -1.26% -1.55% -1.83% -1.33% -0.98%
Max Decline   -2.86% -3.21% -4.34% -5.57% -4.41% -5.00% -2.71% -5.22% -7.20% -4.71% -2.83%
Avg Days to Max Decline   17 7 9 10 7 6 13 12 9 5 3
2011 Contract Condition     Yes Yes Yes Yes Yes Yes        
Action     Yes Yes Yes Yes Yes Yes        
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   11 31 35 36 36 38 38 39 39 39 39
Closed Lower   4 20 15 14 11 16 20 14 17 16 14
Penetrated Low   4 13 8 8 8 13 16 8 9 10 10
Scenario Percentage   100% 65% 53% 57% 73% 81% 80% 57% 53% 63% 71%
Avg Max Decline   6.88% 5.54% 7.17% 5.08% 7.08% 6.17% 6.14% 7.53% 9.89% 5.65% 2.19%
Max Decline   15.04% 15.87% 15.49% 8.18% 16.93% 18.30% 12.76% 29.63% 15.85% 10.89% 5.65%
Avg Days To Max Decline   21 16 19 14 19 18 16 18 19 14 6
Avg Max Increase   -0.90% -0.78% -0.36% -1.04% -1.53% -0.67% -1.58% -1.76% -1.35% -2.32% -0.76%
Max Increase   -1.81% -2.35% -1.05% -2.29% -5.44% -2.00% -7.40% -4.29% -3.03% -6.78% -2.98%
Avg Days to Max Increase   8 7 5 6 6 5 9 10 11 7 3
2011 Contract Condition   Yes             Yes Yes    
Action   Yes             Not Yet      
High 115.850 115.500 116.500 121.500 125.800 130.500 134.800 141.275 142.000 136.775    
Low 114.900 112.050 110.975 114.025 119.475 123.850 126.500 129.550 132.925 134.775    
Close/Last 115.250 114.100 115.200 121.375 125.800 129.975 133.100 141.225 135.950 134.825    

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!