MRCI Online
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| ScenarioSM Study for September Feeder Cattle(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 14 | 32 | 38 | 38 | 41 | 41 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 6 | 18 | 24 | 26 | 24 | 18 | 26 | 23 | 25 | 26 | 23 | |
| Exceeded High | 5 | 16 | 24 | 23 | 17 | 16 | 19 | 18 | 23 | 22 | 13 | |
| Scenario Percentage | 83% | 89% | 100% | 88% | 71% | 89% | 73% | 78% | 92% | 85% | 57% | |
| Avg Max Increase | 4.87% | 5.01% | 4.92% | 4.89% | 6.28% | 5.61% | 6.02% | 7.01% | 5.69% | 5.14% | 4.48% | |
| Max Increase | 9.04% | 11.41% | 14.86% | 16.98% | 13.74% | 23.29% | 15.76% | 15.98% | 10.82% | 13.26% | 13.04% | |
| Avg Days To Max Increase | 11 | 19 | 15 | 15 | 17 | 16 | 18 | 22 | 16 | 13 | 15 | |
| Avg Max Decline | -0.73% | -0.91% | -0.65% | -1.09% | -1.22% | -0.91% | -1.04% | -1.94% | -1.28% | -1.62% | -0.64% | |
| Max Decline | -2.20% | -3.04% | -6.06% | -3.61% | -4.67% | -2.50% | -3.12% | -6.69% | -4.86% | -6.34% | -1.79% | |
| Avg Days to Max Decline | 7 | 10 | 7 | 7 | 5 | 7 | 9 | 10 | 8 | 6 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
