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 August Lean Hogs(CME) as of Nov 09, 2020
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   29 32 32 25 28 26 23 30 21 20 25
Exceeded High   22 28 24 23 24 20 20 22 17 14 18
Scenario Percentage   76% 88% 75% 92% 86% 77% 87% 73% 81% 70% 72%
Avg Max Increase   6.25% 6.20% 5.23% 6.50% 7.96% 11.27% 8.81% 8.60% 7.63% 7.02% 5.33%
Max Increase   15.73% 17.68% 16.75% 16.34% 27.30% 31.05% 17.33% 29.30% 33.47% 23.24% 13.42%
Avg Days To Max Increase   21 19 18 17 20 18 20 19 14 11 9
Avg Max Decline   -1.35% -1.62% -2.14% -1.24% -2.22% -1.79% -1.94% -2.56% -3.04% -2.78% -0.43%
Max Decline   -4.06% -4.26% -8.50% -5.81% -7.70% -4.70% -9.25% -7.54% -11.11% -6.47% -2.54%
Avg Days to Max Decline   12 9 12 9 12 9 7 10 10 9 2
2020 Contract Condition   Yes Yes   Yes   Yes         Yes
Action   Yes Yes   No   No         Not Yet
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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   16 13 13 20 16 19 22 15 24 25 20
Penetrated Low   13 8 8 15 13 15 16 13 22 17 12
Scenario Percentage   81% 62% 62% 75% 81% 79% 73% 87% 92% 68% 60%
Avg Max Decline   3.55% 4.33% 6.09% 5.37% 7.82% 9.97% 8.50% 9.12% 9.27% 8.57% 5.28%
Max Decline   11.94% 6.89% 12.76% 13.51% 19.97% 23.38% 20.64% 24.32% 23.67% 29.00% 14.85%
Avg Days To Max Decline   15 17 15 12 18 16 15 19 16 10 7
Avg Max Increase   -2.78% -2.79% -1.33% -2.16% -2.06% -1.71% -1.60% -3.26% -3.31% -2.41% -0.49%
Max Increase   -6.84% -12.46% -3.97% -5.93% -8.07% -7.89% -5.83% -6.89% -11.85% -11.53% -4.54%
Avg Days to Max Increase   11 13 5 13 12 5 6 9 10 7 2
2020 Contract Condition       Yes   Yes   Yes Yes Yes Yes  
Action       Yes   Yes   Yes Yes Yes Not Yet  
High 86.530 89.980 91.630 91.800 89.100 88.650 84.130 81.100 67.580 67.130 58.030 55.280
Low 79.350 83.800 87.600 83.880 83.830 76.500 77.830 62.300 51.900 53.850 47.530 47.900
Close/Last 86.100 89.430 90.730 85.700 88.080 77.850 78.150 65.400 62.800 56.730 49.030 52.000

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!