MRCI Online
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| ScenarioSM Study for October Feeder Cattle(CME) as of Dec 07, 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 | 22 | 42 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 12 | 28 | 27 | 26 | 19 | 24 | 27 | 25 | 31 | 23 | 24 | |
| Exceeded High | 12 | 27 | 25 | 17 | 18 | 19 | 21 | 25 | 26 | 18 | 16 | |
| Scenario Percentage | 100% | 96% | 93% | 65% | 95% | 79% | 78% | 100% | 84% | 78% | 67% | |
| Avg Max Increase | 5.01% | 4.28% | 4.28% | 6.64% | 6.08% | 5.70% | 6.02% | 5.86% | 4.16% | 4.51% | 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 | 20 | 15 | 15 | 18 | 17 | 21 | 22 | 18 | 16 | 11 | 10 | |
| Avg Max Decline | -1.02% | -0.82% | -0.91% | -0.90% | -1.23% | -1.28% | -2.10% | -1.45% | -2.29% | -1.35% | -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 | 7 | 7 | 6 | 6 | 7 | 9 | 10 | 9 | 8 | 3 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
