MRCI Online
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| ScenarioSM Study for October 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 | 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 | 24 | 28 | 20 | 18 | 25 | 20 | 29 | |
| Exceeded High | 24 | 23 | 26 | 16 | 19 | 17 | 19 | 15 | 22 | 18 | 16 | |
| Scenario Percentage | 80% | 85% | 84% | 73% | 79% | 61% | 95% | 83% | 88% | 90% | 55% | |
| Avg Max Increase | 5.01% | 6.30% | 6.81% | 9.28% | 7.21% | 8.02% | 7.75% | 7.78% | 8.60% | 9.55% | 5.66% | |
| Max Increase | 10.73% | 15.60% | 22.94% | 38.12% | 17.76% | 25.89% | 34.93% | 16.01% | 48.00% | 46.04% | 13.06% | |
| Avg Days To Max Increase | 18 | 14 | 20 | 21 | 18 | 18 | 16 | 12 | 14 | 10 | 8 | |
| Avg Max Decline | -2.41% | -0.99% | -1.86% | -2.23% | -2.21% | -1.66% | -2.64% | -2.09% | -3.42% | -2.19% | -0.35% | |
| Max Decline | -6.89% | -4.45% | -5.61% | -5.30% | -9.70% | -4.32% | -14.68% | -6.03% | -13.12% | -10.55% | -2.67% | |
| Avg Days to Max Decline | 11 | 7 | 9 | 11 | 6 | 11 | 8 | 10 | 9 | 4 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
