MRCI Online
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| ScenarioSM Study for October Lean Hogs(CME) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 30 | 26 | 30 | 21 | 25 | 30 | 22 | 20 | 23 | 22 | 30 | |
| Exceeded High | 24 | 22 | 25 | 17 | 21 | 20 | 20 | 15 | 21 | 19 | 18 | |
| Scenario Percentage | 80% | 85% | 83% | 81% | 84% | 67% | 91% | 75% | 91% | 86% | 60% | |
| Avg Max Increase | 5.07% | 6.44% | 6.93% | 10.15% | 7.22% | 7.99% | 8.12% | 8.37% | 8.68% | 8.64% | 5.44% | |
| Max Increase | 13.88% | 15.25% | 23.35% | 38.12% | 17.76% | 25.89% | 34.93% | 19.50% | 32.65% | 21.45% | 13.06% | |
| Avg Days To Max Increase | 17 | 12 | 20 | 19 | 18 | 18 | 17 | 14 | 15 | 9 | 9 | |
| Avg Max Decline | -2.71% | -1.12% | -1.94% | -2.24% | -2.04% | -1.86% | -2.59% | -2.38% | -3.52% | -1.81% | -0.74% | |
| Max Decline | -9.44% | -5.80% | -5.61% | -5.74% | -9.70% | -6.60% | -14.68% | -6.03% | -13.12% | -10.55% | -2.74% | |
| Avg Days to Max Decline | 11 | 7 | 10 | 11 | 7 | 10 | 9 | 10 | 9 | 4 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | No | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
