Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for July Lean Hogs(CME) as of Dec 06, 2024
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   23 25 28 32 22 31 23 24 27 19 21
Exceeded High   20 22 23 26 19 27 20 21 20 14 14
Scenario Percentage   87% 88% 82% 81% 86% 87% 87% 88% 74% 74% 67%
Avg Max Increase   5.44% 5.97% 5.55% 5.33% 7.64% 8.09% 10.38% 8.49% 9.34% 8.39% 4.38%
Max Increase   10.46% 13.33% 13.16% 17.17% 22.94% 24.71% 30.88% 20.93% 30.49% 30.02% 10.69%
Avg Days To Max Increase   15 23 20 18 17 19 18 17 18 5 6
Avg Max Decline   -1.86% -1.73% -1.89% -2.62% -1.04% -2.14% -1.84% -2.06% -2.41% -1.44% -0.90%
Max Decline   -6.32% -6.77% -5.05% -7.63% -3.43% -7.89% -5.54% -7.21% -7.13% -3.75% -4.18%
Avg Days to Max Decline   10 11 10 12 7 11 7 8 13 3 2
2024 Contract Condition   Yes         Yes Yes Yes Yes    
Action   Yes         Yes Yes Yes No    
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   21 20 17 13 23 14 22 21 18 26 24
Penetrated Low   11 17 9 9 17 13 18 17 16 18 14
Scenario Percentage   52% 85% 53% 69% 74% 93% 82% 81% 89% 69% 58%
Avg Max Decline   4.91% 4.12% 3.78% 6.35% 5.41% 9.00% 10.50% 9.42% 9.73% 8.87% 3.83%
Max Decline   15.27% 12.12% 6.64% 14.74% 14.26% 20.65% 24.28% 24.29% 25.65% 27.57% 10.41%
Avg Days To Max Decline   14 17 15 14 13 21 16 14 20 11 7
Avg Max Increase   -2.55% -2.59% -1.59% -1.71% -2.31% -2.75% -1.72% -1.22% -3.46% -1.83% -0.60%
Max Increase   -6.67% -6.72% -3.32% -5.87% -7.12% -8.90% -7.94% -4.92% -11.23% -5.60% -3.86%
Avg Days to Max Increase   13 8 12 7 11 19 8 5 8 6 3
2024 Contract Condition     Yes Yes Yes Yes         Yes Yes
Action     Yes No Yes Yes         Yes Yes
High 96.350 96.000 97.600 96.830 96.900 95.500 98.680 101.950 105.600 111.250 106.380 98.200
Low 93.230 91.980 94.330 90.900 91.850 91.680 89.880 95.480 101.030 102.550 95.880 88.650
Close/Last 95.480 95.750 95.230 95.180 94.580 91.950 98.400 101.480 104.000 105.430 97.130 89.580

Banner

Newsflash

Central banks bought big, but the COT report waves a red flag. Seasonal gains await—Market players, read or regret! https://tinyurl.com/4antcta9