MRCI Online
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| ScenarioSM Study for November Feeder Cattle(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 21 | 33 | 39 | 40 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 14 | 23 | 22 | 17 | 25 | 24 | 25 | 27 | 23 | 23 | 16 | |
| Exceeded High | 14 | 19 | 15 | 16 | 18 | 20 | 24 | 23 | 20 | 19 | 5 | |
| Scenario Percentage | 100% | 83% | 68% | 94% | 72% | 83% | 96% | 85% | 87% | 83% | 31% | |
| Avg Max Increase | 5.39% | 4.31% | 6.08% | 5.41% | 6.05% | 6.12% | 6.61% | 4.81% | 4.98% | 3.85% | 1.90% | |
| Max Increase | 14.30% | 16.22% | 13.46% | 23.93% | 16.07% | 18.16% | 33.08% | 12.84% | 16.13% | 10.84% | 4.44% | |
| Avg Days To Max Increase | 16 | 15 | 17 | 15 | 19 | 19 | 16 | 15 | 10 | 11 | 11 | |
| Avg Max Decline | -0.32% | -0.86% | -1.05% | -0.78% | -1.18% | -1.64% | -1.16% | -1.62% | -1.34% | -1.40% | -0.91% | |
| Max Decline | -3.05% | -3.23% | -5.05% | -1.95% | -4.15% | -6.17% | -3.99% | -5.19% | -7.19% | -8.14% | -1.65% | |
| Avg Days to Max Decline | 6 | 6 | 8 | 6 | 12 | 10 | 10 | 7 | 7 | 5 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
