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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Feeder Cattle(CME) as of Jan 21, 2022
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   22 41 45 45 45 45 45 45 45 45 45
Closed Higher   13 17 27 28 28 26 20 25 26 26 28
Exceeded High   11 11 24 27 25 18 18 21 20 25 21
Scenario Percentage   85% 65% 89% 96% 89% 69% 90% 84% 77% 96% 75%
Avg Max Increase   4.44% 3.93% 4.47% 4.31% 4.83% 6.62% 6.46% 5.59% 6.11% 5.66% 3.38%
Max Increase   7.56% 9.20% 11.09% 14.29% 16.73% 22.87% 24.60% 16.16% 13.45% 11.53% 10.72%
Avg Days To Max Increase   15 18 20 16 17 17 18 19 19 17 15
Avg Max Decline   -1.18% -1.38% -1.29% -1.09% -1.21% -1.26% -1.51% -1.62% -2.16% -1.37% -1.05%
Max Decline   -2.86% -3.21% -4.34% -5.57% -4.41% -4.38% -5.63% -6.81% -7.20% -4.71% -2.83%
Avg Days to Max Decline   10 8 10 10 7 6 11 11 8 6 4
2021 Contract Condition   Yes   Yes Yes Yes Yes Yes   Yes Yes Yes
Action   No   Yes Yes Yes Yes Yes   Yes Yes Not Yet
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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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   22 41 45 45 45 45 45 45 45 45 45
Closed Lower   8 24 18 17 17 19 25 20 19 19 17
Penetrated Low   8 14 11 9 13 15 21 12 9 13 10
Scenario Percentage   100% 58% 61% 53% 76% 79% 84% 60% 47% 68% 59%
Avg Max Decline   5.15% 5.69% 7.05% 5.70% 7.77% 8.00% 6.50% 5.55% 7.91% 6.00% 2.57%
Max Decline   15.04% 15.87% 15.49% 10.70% 21.82% 22.27% 14.64% 12.20% 12.42% 12.18% 5.65%
Avg Days To Max Decline   16 15 18 16 18 18 15 19 21 16 8
Avg Max Increase   -2.41% -1.00% -0.44% -1.25% -1.32% -1.16% -1.27% -2.11% -2.20% -2.20% -0.96%
Max Increase   -10.70% -4.41% -1.54% -2.95% -5.44% -4.89% -7.40% -8.42% -5.97% -6.78% -3.67%
Avg Days to Max Increase   9 8 4 6 6 5 7 8 12 6 3
2021 Contract Condition     Yes           Yes      
Action     No           Yes      
High 142.100 147.280 146.300 147.200 151.485 154.750 154.680 160.900 162.400 158.735 160.150 163.150
Low 141.600 142.080 134.800 141.180 145.100 144.635 149.500 149.885 146.300 141.530 145.100 152.200
Close/Last 142.050 144.830 142.350 146.985 149.030 149.950 151.950 157.280 146.750 151.350 154.635 158.180

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.