MRCI Online
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| ScenarioSM Study for April Lean Hogs(CME) as of Oct 06, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 22 | 22 | 16 | 27 | 25 | 29 | 21 | 25 | 16 | 19 | |
| Exceeded High | 16 | 11 | 16 | 13 | 23 | 21 | 23 | 16 | 21 | 12 | 11 | |
| Scenario Percentage | 76% | 50% | 73% | 81% | 85% | 84% | 79% | 76% | 84% | 75% | 58% | |
| Avg Max Increase | 7.19% | 7.34% | 7.22% | 7.50% | 7.29% | 7.01% | 5.73% | 9.16% | 10.32% | 10.21% | 5.14% | |
| Max Increase | 19.34% | 14.70% | 14.24% | 13.78% | 15.02% | 13.13% | 18.26% | 30.12% | 34.28% | 20.52% | 11.10% | |
| Avg Days To Max Increase | 21 | 18 | 20 | 16 | 20 | 19 | 18 | 17 | 17 | 12 | 8 | |
| Avg Max Decline | -1.80% | -0.56% | -3.55% | -2.46% | -2.32% | -2.53% | -3.52% | -2.08% | -2.73% | -1.77% | -0.58% | |
| Max Decline | -7.98% | -3.17% | -7.45% | -4.97% | -6.61% | -7.70% | -7.66% | -3.61% | -8.38% | -4.81% | -1.71% | |
| Avg Days to Max Decline | 8 | 8 | 12 | 13 | 10 | 11 | 12 | 8 | 8 | 5 | 2 | |
| 2023 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.
