MRCI Online
|
| ScenarioSM Study for May Lean Hogs(CME) as of Sep 16, 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 | 20 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 21 | |
| Closed Higher | 12 | 10 | 12 | 14 | 12 | 17 | 9 | 13 | 10 | 11 | 12 | |
| Exceeded High | 8 | 8 | 11 | 13 | 9 | 13 | 8 | 12 | 9 | 8 | 11 | |
| Scenario Percentage | 67% | 80% | 92% | 93% | 75% | 76% | 89% | 92% | 90% | 73% | 92% | |
| Avg Max Increase | 6.54% | 4.24% | 5.14% | 5.68% | 5.06% | 4.87% | 9.58% | 9.14% | 10.87% | 8.56% | 5.05% | |
| Max Increase | 17.80% | 7.45% | 12.16% | 16.19% | 15.30% | 14.81% | 26.89% | 25.75% | 25.77% | 20.41% | 16.61% | |
| Avg Days To Max Increase | 15 | 21 | 15 | 21 | 22 | 21 | 18 | 18 | 19 | 7 | 7 | |
| Avg Max Decline | -0.24% | -2.43% | -1.73% | -2.76% | -2.53% | -4.28% | -2.20% | -1.95% | -1.94% | -2.71% | -0.37% | |
| Max Decline | -1.51% | -3.35% | -5.91% | -9.77% | -4.33% | -9.21% | -5.91% | -5.63% | -3.95% | -4.58% | -2.24% | |
| Avg Days to Max Decline | 2 | 13 | 13 | 9 | 12 | 15 | 13 | 11 | 7 | 6 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
