MRCI Online
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| ScenarioSM Study for October 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 21 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 11 | 27 | 27 | 26 | 20 | 25 | 27 | 24 | 30 | 24 | 24 | |
| Exceeded High | 11 | 26 | 25 | 17 | 19 | 19 | 21 | 24 | 25 | 19 | 16 | |
| Scenario Percentage | 100% | 96% | 93% | 65% | 95% | 76% | 78% | 100% | 83% | 79% | 67% | |
| Avg Max Increase | 5.11% | 4.31% | 4.36% | 6.64% | 5.99% | 5.70% | 6.02% | 5.83% | 4.18% | 4.34% | 3.05% | |
| 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 | 16 | 18 | 17 | 21 | 22 | 18 | 16 | 11 | 10 | |
| Avg Max Decline | -0.98% | -0.80% | -0.98% | -0.90% | -1.20% | -1.28% | -2.10% | -1.46% | -2.38% | -1.43% | -0.60% | |
| Max Decline | -2.63% | -5.45% | -3.21% | -4.52% | -5.26% | -5.91% | -7.28% | -4.59% | -10.67% | -7.38% | -2.04% | |
| Avg Days to Max Decline | 6 | 7 | 7 | 6 | 6 | 9 | 10 | 9 | 8 | 4 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | 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.
