MRCI Online
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| ScenarioSM Study for October Feeder Cattle(CME) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 18 | 38 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 9 | 24 | 26 | 26 | 20 | 27 | 27 | 24 | 27 | 24 | 23 | |
| Exceeded High | 9 | 23 | 24 | 17 | 19 | 20 | 20 | 23 | 22 | 20 | 15 | |
| Scenario Percentage | 100% | 96% | 92% | 65% | 95% | 74% | 74% | 96% | 81% | 83% | 65% | |
| Avg Max Increase | 5.11% | 4.51% | 4.26% | 7.17% | 6.37% | 6.15% | 6.13% | 5.69% | 4.34% | 4.62% | 3.07% | |
| Max Increase | 10.29% | 13.53% | 15.47% | 23.85% | 24.60% | 17.00% | 13.06% | 10.74% | 10.60% | 17.30% | 10.87% | |
| Avg Days To Max Increase | 19 | 15 | 15 | 19 | 17 | 20 | 22 | 17 | 15 | 11 | 10 | |
| Avg Max Decline | -0.95% | -0.69% | -1.00% | -1.23% | -1.30% | -1.34% | -1.88% | -1.46% | -2.14% | -1.43% | -0.55% | |
| Max Decline | -2.63% | -5.45% | -3.21% | -5.02% | -5.26% | -5.91% | -7.28% | -4.59% | -6.61% | -7.38% | -2.04% | |
| Avg Days to Max Decline | 6 | 8 | 7 | 5 | 6 | 10 | 10 | 10 | 8 | 3 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
