MRCI Online
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| ScenarioSM Study for August Feeder Cattle(CME) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 16 | 36 | 40 | 41 | 41 | 43 | 43 | 44 | 44 | 44 | 44 | |
| Closed Higher | 9 | 14 | 24 | 26 | 28 | 25 | 21 | 27 | 25 | 26 | 27 | |
| Exceeded High | 8 | 9 | 21 | 25 | 24 | 18 | 18 | 22 | 20 | 24 | 21 | |
| Scenario Percentage | 89% | 64% | 88% | 96% | 86% | 72% | 86% | 81% | 80% | 92% | 78% | |
| Avg Max Increase | 4.26% | 4.30% | 4.48% | 5.22% | 5.00% | 6.72% | 6.37% | 6.30% | 7.07% | 5.89% | 3.97% | |
| Max Increase | 7.56% | 9.20% | 11.09% | 15.56% | 16.73% | 17.28% | 24.60% | 17.35% | 14.63% | 11.71% | 13.56% | |
| Avg Days To Max Increase | 18 | 19 | 20 | 16 | 16 | 17 | 20 | 20 | 19 | 16 | 15 | |
| Avg Max Decline | -1.21% | -1.29% | -1.17% | -0.79% | -1.32% | -1.40% | -1.44% | -1.42% | -1.72% | -1.25% | -0.97% | |
| Max Decline | -2.86% | -3.21% | -4.34% | -5.57% | -4.41% | -5.00% | -5.63% | -5.22% | -7.20% | -4.71% | -2.83% | |
| Avg Days to Max Decline | 11 | 8 | 9 | 9 | 8 | 6 | 12 | 11 | 8 | 6 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
