MRCI Online
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| ScenarioSM Study for September Feeder Cattle(CME) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 10 | 23 | 28 | 27 | 24 | 19 | 23 | 27 | 29 | 28 | 22 | |
| Exceeded High | 8 | 21 | 27 | 25 | 16 | 18 | 19 | 21 | 28 | 23 | 10 | |
| Scenario Percentage | 80% | 91% | 96% | 93% | 67% | 95% | 83% | 78% | 97% | 82% | 45% | |
| Avg Max Increase | 3.44% | 4.08% | 3.66% | 3.87% | 6.69% | 5.27% | 5.42% | 6.22% | 5.48% | 4.22% | 2.71% | |
| Max Increase | 9.04% | 11.41% | 8.52% | 10.85% | 23.72% | 22.04% | 15.76% | 13.40% | 10.82% | 13.07% | 6.11% | |
| Avg Days To Max Increase | 16 | 18 | 15 | 15 | 18 | 17 | 19 | 22 | 18 | 13 | 14 | |
| Avg Max Decline | -0.85% | -1.03% | -0.85% | -0.82% | -0.83% | -1.17% | -1.44% | -2.33% | -1.46% | -1.55% | -0.70% | |
| Max Decline | -1.68% | -3.13% | -6.06% | -2.41% | -3.52% | -5.60% | -6.51% | -6.69% | -4.86% | -5.85% | -1.79% | |
| Avg Days to Max Decline | 10 | 9 | 8 | 5 | 4 | 6 | 8 | 10 | 8 | 5 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
