MRCI Online
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| ScenarioSM Study for October 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 | 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 | 11 | 28 | 27 | 25 | 19 | 23 | 28 | 27 | 30 | 22 | 24 | |
| Exceeded High | 11 | 27 | 25 | 16 | 18 | 19 | 22 | 26 | 25 | 17 | 17 | |
| Scenario Percentage | 100% | 96% | 93% | 64% | 95% | 83% | 79% | 96% | 83% | 77% | 71% | |
| Avg Max Increase | 4.10% | 3.77% | 3.70% | 6.55% | 5.18% | 5.20% | 5.97% | 5.72% | 3.99% | 4.27% | 2.99% | |
| Max Increase | 8.40% | 8.66% | 10.24% | 23.85% | 21.26% | 15.86% | 13.06% | 10.74% | 10.61% | 17.30% | 10.87% | |
| Avg Days To Max Increase | 19 | 15 | 16 | 18 | 17 | 21 | 22 | 19 | 16 | 10 | 12 | |
| Avg Max Decline | -1.02% | -0.80% | -0.80% | -0.72% | -1.14% | -1.47% | -2.22% | -1.49% | -2.11% | -1.43% | -0.58% | |
| Max Decline | -2.63% | -5.45% | -2.08% | -2.73% | -5.26% | -5.91% | -7.27% | -4.58% | -10.68% | -7.38% | -2.04% | |
| Avg Days to Max Decline | 6 | 7 | 6 | 4 | 7 | 10 | 11 | 9 | 8 | 4 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
