MRCI Online
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| ScenarioSM Study for June Lean Hogs(CME) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 20 | 28 | 27 | 33 | 22 | 30 | 21 | 23 | 25 | 25 | |
| Exceeded High | 18 | 18 | 22 | 21 | 27 | 21 | 25 | 19 | 20 | 19 | 13 | |
| Scenario Percentage | 78% | 90% | 79% | 78% | 82% | 95% | 83% | 90% | 87% | 76% | 52% | |
| Avg Max Increase | 6.80% | 5.68% | 6.15% | 6.46% | 5.75% | 7.22% | 8.07% | 9.28% | 10.37% | 8.08% | 5.68% | |
| Max Increase | 20.43% | 11.31% | 11.39% | 18.27% | 20.85% | 19.87% | 27.28% | 19.19% | 23.07% | 17.35% | 10.69% | |
| Avg Days To Max Increase | 16 | 12 | 22 | 16 | 18 | 16 | 19 | 16 | 18 | 13 | 11 | |
| Avg Max Decline | -2.84% | -1.80% | -1.80% | -1.86% | -2.99% | -1.55% | -2.74% | -1.85% | -2.05% | -1.72% | -0.54% | |
| Max Decline | -7.45% | -4.68% | -7.00% | -5.95% | -8.69% | -4.79% | -7.58% | -6.47% | -8.16% | -4.44% | -2.21% | |
| Avg Days to Max Decline | 8 | 10 | 11 | 9 | 13 | 7 | 13 | 8 | 6 | 3 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
