MRCI Online
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| ScenarioSM Study for February Lean Hogs(CME) as of Aug 18, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 29 | 25 | 21 | 25 | 18 | 29 | 23 | 31 | 17 | 24 | |
| Exceeded High | 21 | 20 | 19 | 15 | 18 | 14 | 25 | 18 | 22 | 11 | 17 | |
| Scenario Percentage | 84% | 69% | 76% | 71% | 72% | 78% | 86% | 78% | 71% | 65% | 71% | |
| Avg Max Increase | 6.64% | 5.46% | 6.53% | 6.47% | 6.53% | 8.99% | 8.10% | 7.87% | 6.18% | 7.81% | 3.69% | |
| Max Increase | 23.28% | 17.39% | 19.99% | 12.13% | 12.61% | 16.92% | 19.63% | 21.87% | 25.48% | 13.53% | 11.94% | |
| Avg Days To Max Increase | 15 | 15 | 20 | 17 | 16 | 16 | 18 | 14 | 15 | 16 | 7 | |
| Avg Max Decline | -1.26% | -1.33% | -2.87% | -0.90% | -3.10% | -2.28% | -2.67% | -2.74% | -3.43% | -3.60% | -0.73% | |
| Max Decline | -4.14% | -4.85% | -13.44% | -4.38% | -7.59% | -5.20% | -10.74% | -10.34% | -8.14% | -5.96% | -2.49% | |
| Avg Days to Max Decline | 5 | 11 | 13 | 7 | 9 | 8 | 6 | 8 | 8 | 6 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
