MRCI Online
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| ScenarioSM Study for February Lean Hogs(CME) as of Jan 01, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 29 | 24 | 23 | 25 | 19 | 29 | 23 | 33 | 15 | 25 | |
| Exceeded High | 20 | 22 | 19 | 16 | 18 | 15 | 25 | 18 | 23 | 10 | 18 | |
| Scenario Percentage | 83% | 76% | 79% | 70% | 72% | 79% | 86% | 78% | 70% | 67% | 72% | |
| Avg Max Increase | 5.52% | 5.27% | 6.88% | 8.99% | 7.79% | 8.83% | 8.71% | 8.83% | 7.43% | 9.47% | 4.30% | |
| Max Increase | 18.18% | 17.39% | 19.99% | 32.37% | 25.43% | 15.90% | 19.63% | 21.87% | 25.48% | 17.73% | 11.94% | |
| Avg Days To Max Increase | 15 | 15 | 21 | 18 | 16 | 16 | 19 | 15 | 16 | 18 | 7 | |
| Avg Max Decline | -1.02% | -1.64% | -2.99% | -1.32% | -3.15% | -2.41% | -2.63% | -2.49% | -3.00% | -3.14% | -0.54% | |
| Max Decline | -4.14% | -6.81% | -13.44% | -5.74% | -7.59% | -5.20% | -10.74% | -10.34% | -7.69% | -5.96% | -2.10% | |
| Avg Days to Max Decline | 5 | 11 | 14 | 5 | 9 | 10 | 6 | 7 | 8 | 5 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
