MRCI Online
|
| ScenarioSM Study for October Lean Hogs(CME) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 27 | 31 | 22 | 25 | 27 | 20 | 18 | 26 | 20 | 30 | |
| Exceeded High | 23 | 23 | 26 | 17 | 20 | 17 | 19 | 15 | 23 | 18 | 18 | |
| Scenario Percentage | 79% | 85% | 84% | 77% | 80% | 63% | 95% | 83% | 88% | 90% | 60% | |
| Avg Max Increase | 5.15% | 6.30% | 6.67% | 9.05% | 6.94% | 8.02% | 7.75% | 7.78% | 8.65% | 9.27% | 5.42% | |
| 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 | 20 | 18 | 18 | 16 | 12 | 13 | 8 | 9 | |
| Avg Max Decline | -2.50% | -0.99% | -1.87% | -2.09% | -2.14% | -1.66% | -2.64% | -2.09% | -3.54% | -2.32% | -0.55% | |
| Max Decline | -6.89% | -4.45% | -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 | 10 | 11 | 6 | 11 | 8 | 10 | 9 | 4 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
