MRCI Online
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| ScenarioSM Study for February Lean Hogs(CME) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 23 | 22 | 23 | 19 | 29 | 23 | 32 | 17 | 25 | |
| Exceeded High | 20 | 21 | 18 | 15 | 17 | 15 | 25 | 18 | 23 | 12 | 18 | |
| Scenario Percentage | 83% | 70% | 78% | 68% | 74% | 79% | 86% | 78% | 72% | 71% | 72% | |
| Avg Max Increase | 6.55% | 5.11% | 6.50% | 6.47% | 6.75% | 8.89% | 8.63% | 8.83% | 7.36% | 8.40% | 4.10% | |
| Max Increase | 23.28% | 17.39% | 19.99% | 12.13% | 12.61% | 16.92% | 19.63% | 21.87% | 25.48% | 17.39% | 10.58% | |
| Avg Days To Max Increase | 14 | 14 | 20 | 17 | 16 | 17 | 19 | 15 | 16 | 16 | 7 | |
| Avg Max Decline | -1.11% | -1.39% | -3.01% | -0.90% | -3.19% | -2.23% | -2.75% | -2.49% | -3.14% | -3.18% | -0.54% | |
| Max Decline | -4.14% | -4.85% | -13.44% | -4.38% | -7.59% | -5.20% | -10.74% | -10.34% | -8.14% | -5.96% | -2.10% | |
| Avg Days to Max Decline | 4 | 11 | 13 | 7 | 9 | 10 | 7 | 7 | 8 | 5 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | 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.
