MRCI Online
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| ScenarioSM Study for August Feeder Cattle(CME) as of Sep 16, 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 | 23 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 13 | 18 | 28 | 29 | 28 | 26 | 19 | 24 | 26 | 27 | 29 | |
| Exceeded High | 11 | 12 | 25 | 28 | 25 | 18 | 17 | 21 | 20 | 26 | 22 | |
| Scenario Percentage | 85% | 67% | 89% | 97% | 89% | 69% | 89% | 88% | 77% | 96% | 76% | |
| Avg Max Increase | 4.44% | 4.21% | 4.40% | 4.24% | 4.76% | 6.62% | 6.46% | 5.59% | 6.11% | 5.65% | 3.33% | |
| Max Increase | 7.56% | 9.20% | 11.09% | 14.29% | 16.73% | 22.87% | 24.60% | 16.16% | 13.45% | 11.04% | 10.72% | |
| Avg Days To Max Increase | 15 | 19 | 20 | 16 | 17 | 17 | 18 | 19 | 19 | 17 | 15 | |
| Avg Max Decline | -1.18% | -1.43% | -1.32% | -1.13% | -1.05% | -1.26% | -1.56% | -1.62% | -2.16% | -1.40% | -1.02% | |
| Max Decline | -2.86% | -3.21% | -4.34% | -5.57% | -3.12% | -4.38% | -5.63% | -6.81% | -7.20% | -4.71% | -2.83% | |
| Avg Days to Max Decline | 10 | 8 | 10 | 10 | 6 | 6 | 11 | 11 | 8 | 6 | 4 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
