MRCI Online
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| ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 27 | 29 | 34 | 22 | 32 | 24 | 24 | 28 | 20 | 20 | |
| Exceeded High | 19 | 24 | 24 | 28 | 20 | 28 | 20 | 21 | 21 | 14 | 13 | |
| Scenario Percentage | 86% | 89% | 83% | 82% | 91% | 88% | 83% | 88% | 75% | 70% | 65% | |
| Avg Max Increase | 5.63% | 6.08% | 6.08% | 5.80% | 8.15% | 8.44% | 10.66% | 8.75% | 9.35% | 8.42% | 4.12% | |
| Max Increase | 10.46% | 13.33% | 17.72% | 19.47% | 22.94% | 24.71% | 30.88% | 20.93% | 30.49% | 30.02% | 10.69% | |
| Avg Days To Max Increase | 15 | 23 | 20 | 19 | 17 | 20 | 18 | 17 | 18 | 6 | 8 | |
| Avg Max Decline | -1.93% | -1.77% | -1.82% | -2.84% | -1.11% | -2.03% | -1.85% | -2.08% | -2.29% | -1.44% | -1.00% | |
| Max Decline | -6.32% | -6.77% | -5.05% | -8.98% | -3.43% | -7.89% | -5.54% | -7.21% | -7.13% | -3.75% | -4.18% | |
| Avg Days to Max Decline | 11 | 12 | 9 | 12 | 7 | 10 | 7 | 9 | 13 | 3 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
