MRCI Online
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| ScenarioSM Study for October Lean Hogs(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 31 | 22 | 25 | 30 | 21 | 18 | 24 | 22 | 31 | |
| Exceeded High | 24 | 23 | 26 | 17 | 21 | 19 | 19 | 14 | 21 | 20 | 19 | |
| Scenario Percentage | 80% | 85% | 84% | 77% | 84% | 63% | 90% | 78% | 88% | 91% | 61% | |
| Avg Max Increase | 5.17% | 6.47% | 7.19% | 10.54% | 7.53% | 7.89% | 7.75% | 7.58% | 9.42% | 9.90% | 5.51% | |
| Max Increase | 13.88% | 15.25% | 23.35% | 38.12% | 17.76% | 25.89% | 34.93% | 16.01% | 48.00% | 46.04% | 13.06% | |
| Avg Days To Max Increase | 18 | 13 | 20 | 20 | 18 | 17 | 16 | 13 | 15 | 9 | 9 | |
| Avg Max Decline | -2.36% | -1.09% | -1.86% | -1.92% | -2.14% | -1.47% | -2.64% | -2.19% | -3.53% | -2.09% | -0.66% | |
| Max Decline | -6.89% | -5.80% | -5.61% | -5.30% | -9.70% | -4.32% | -14.68% | -6.03% | -13.12% | -10.55% | -2.74% | |
| Avg Days to Max Decline | 11 | 7 | 9 | 10 | 7 | 10 | 8 | 11 | 10 | 4 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
