MRCI Online
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| ScenarioSM Study for May Lean Hogs(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 19 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | |
| Closed Higher | 11 | 10 | 12 | 13 | 12 | 16 | 8 | 12 | 9 | 10 | 12 | |
| Exceeded High | 8 | 8 | 11 | 12 | 9 | 12 | 7 | 11 | 8 | 8 | 11 | |
| Scenario Percentage | 73% | 80% | 92% | 92% | 75% | 75% | 88% | 92% | 89% | 80% | 92% | |
| Avg Max Increase | 6.54% | 4.24% | 5.14% | 6.09% | 5.06% | 4.25% | 7.11% | 8.09% | 10.76% | 8.58% | 5.31% | |
| Max Increase | 17.80% | 7.45% | 12.16% | 16.19% | 15.30% | 14.81% | 19.94% | 25.75% | 25.77% | 20.55% | 16.61% | |
| Avg Days To Max Increase | 15 | 21 | 15 | 21 | 22 | 21 | 18 | 17 | 18 | 7 | 8 | |
| Avg Max Decline | -0.24% | -2.43% | -1.73% | -2.18% | -2.53% | -4.28% | -2.12% | -2.07% | -1.71% | -2.71% | -0.37% | |
| Max Decline | -1.51% | -3.35% | -5.91% | -5.45% | -4.33% | -9.21% | -5.91% | -5.63% | -3.95% | -4.58% | -2.24% | |
| Avg Days to Max Decline | 2 | 13 | 13 | 7 | 12 | 16 | 13 | 12 | 7 | 6 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | No | Yes | Yes | Yes | 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.
