MRCI Online
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| ScenarioSM Study for October Lean Hogs(CME) as of Dec 07, 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 | 31 | 27 | 32 | 22 | 25 | 29 | 21 | 17 | 25 | 21 | 30 | |
| Exceeded High | 25 | 23 | 27 | 17 | 20 | 18 | 19 | 14 | 22 | 19 | 18 | |
| Scenario Percentage | 81% | 85% | 84% | 77% | 80% | 62% | 90% | 82% | 88% | 90% | 60% | |
| Avg Max Increase | 5.36% | 6.94% | 7.42% | 10.10% | 7.38% | 8.14% | 7.75% | 7.58% | 9.19% | 10.00% | 5.51% | |
| Max Increase | 13.88% | 15.60% | 23.35% | 38.12% | 17.76% | 25.89% | 34.93% | 16.01% | 48.00% | 46.04% | 13.06% | |
| Avg Days To Max Increase | 18 | 14 | 21 | 20 | 18 | 18 | 16 | 13 | 15 | 9 | 9 | |
| Avg Max Decline | -2.38% | -0.88% | -1.82% | -2.10% | -2.19% | -1.59% | -2.64% | -2.19% | -3.53% | -2.12% | -0.63% | |
| Max Decline | -6.89% | -2.13% | -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 | 11 | 7 | 10 | 8 | 11 | 9 | 4 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
