MRCI Logo
MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
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
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 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 Lower   15 19 15 23 20 14 23 25 22 23 15
Penetrated Low   11 15 10 17 14 13 21 20 15 14 11
Scenario Percentage   73% 79% 67% 74% 70% 93% 91% 80% 68% 61% 73%
Avg Max Decline   4.17% 5.41% 5.08% 8.76% 7.09% 7.21% 10.89% 12.24% 11.39% 5.77% 3.63%
Max Decline   11.67% 11.81% 11.68% 19.89% 21.34% 14.40% 27.95% 24.81% 20.13% 14.47% 8.39%
Avg Days To Max Decline   13 18 15 16 17 21 17 19 17 8 7
Avg Max Increase   -1.40% -2.29% -1.83% -1.84% -2.06% -3.63% -2.91% -4.22% -3.51% -1.94% -1.35%
Max Increase   -9.88% -5.98% -7.02% -7.24% -4.63% -10.32% -9.65% -15.71% -9.42% -6.19% -3.25%
Avg Days to Max Increase   3 16 11 7 9 22 10 13 8 6 2
2019 Contract Condition     Yes Yes       Yes Yes   Yes  
Action     Yes No       Yes Yes   Not Yet  
High 67.500 69.000 69.430 69.680 70.150 91.700 95.300 89.680 80.650 81.980 70.830 68.000
Low 64.550 65.150 67.080 66.100 66.180 68.200 78.180 79.130 68.650 67.430 59.300 59.780
Close/Last 65.700 68.800 68.480 67.580 69.000 80.930 85.750 80.050 70.850 71.000 63.530 65.450

Copyright © 2020 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Toll Free: 800-927-7259