MRCI Online
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| ScenarioSM Study for August Lean Hogs(CME) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 32 | 25 | 29 | 26 | 22 | 29 | 20 | 19 | 27 | |
| Exceeded High | 23 | 27 | 25 | 22 | 25 | 19 | 18 | 20 | 17 | 14 | 20 | |
| Scenario Percentage | 79% | 87% | 78% | 88% | 86% | 73% | 82% | 69% | 85% | 74% | 74% | |
| Avg Max Increase | 5.87% | 5.40% | 5.10% | 7.16% | 8.14% | 10.12% | 8.44% | 9.12% | 7.55% | 7.80% | 4.90% | |
| Max Increase | 15.73% | 14.01% | 11.40% | 21.48% | 27.30% | 31.05% | 17.33% | 29.30% | 33.47% | 23.24% | 13.42% | |
| Avg Days To Max Increase | 21 | 18 | 18 | 18 | 21 | 20 | 20 | 18 | 14 | 11 | 9 | |
| Avg Max Decline | -1.51% | -1.64% | -2.23% | -0.95% | -2.17% | -1.93% | -2.32% | -2.53% | -2.55% | -2.73% | -0.35% | |
| Max Decline | -5.91% | -4.26% | -8.50% | -3.68% | -7.70% | -4.70% | -9.25% | -7.54% | -11.11% | -6.47% | -2.54% | |
| Avg Days to Max Decline | 12 | 9 | 12 | 8 | 12 | 9 | 8 | 11 | 10 | 9 | 1 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | No | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
