Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for December Lean Hogs(CME) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   31 19 25 26 22 21 23 18 30 15 30
Exceeded High   24 14 22 18 17 16 17 15 26 12 13
Scenario Percentage   77% 74% 88% 69% 77% 76% 74% 83% 87% 80% 43%
Avg Max Increase   6.56% 8.20% 6.55% 6.13% 8.66% 9.08% 8.83% 9.29% 8.83% 10.47% 5.11%
Max Increase   23.87% 24.56% 18.18% 11.35% 30.02% 31.85% 33.21% 19.38% 21.17% 19.92% 12.68%
Avg Days To Max Increase   21 21 17 16 16 15 16 16 18 13 8
Avg Max Decline   -2.15% -2.28% -1.44% -1.82% -2.74% -1.49% -3.67% -2.68% -2.83% -2.95% -0.86%
Max Decline   -6.89% -6.79% -7.83% -7.42% -8.24% -4.98% -6.72% -8.87% -11.48% -7.61% -2.12%
Avg Days to Max Decline   15 10 6 7 14 6 13 13 6 6 1
2018 Contract Condition   Yes Yes           Yes Yes Yes  
Action   Yes No           Yes Yes Yes  
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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   13 26 20 19 23 24 22 26 15 29 15
Penetrated Low   10 20 15 16 20 19 18 14 15 22 7
Scenario Percentage   77% 77% 75% 84% 87% 79% 82% 54% 100% 76% 47%
Avg Max Decline   6.12% 6.90% 8.71% 7.78% 12.10% 11.35% 9.30% 10.85% 9.37% 7.87% 8.94%
Max Decline   12.04% 19.90% 34.57% 31.77% 31.37% 24.36% 19.67% 22.33% 18.63% 44.65% 27.50%
Avg Days To Max Decline   15 17 17 20 18 19 16 19 14 10 9
Avg Max Increase   -0.61% -1.79% -2.12% -2.81% -2.69% -2.45% -3.39% -3.20% -3.32% -1.14% -1.27%
Max Increase   -1.81% -6.22% -5.04% -9.22% -7.09% -11.02% -8.02% -9.81% -13.84% -5.66% -4.62%
Avg Days to Max Increase   7 9 11 17 9 13 8 10 7 4 1
2018 Contract Condition       Yes Yes Yes Yes Yes       Yes
Action       Yes Yes Yes Yes Yes       Not Yet
High 64.000 64.970 65.280 64.220 62.900 59.830 60.750 56.200 56.000 58.650 60.200 61.430
Low 62.400 63.430 62.330 59.500 58.000 56.780 53.580 45.680 43.800 53.430 51.280 54.000
Close/Last 63.950 64.030 64.100 59.880 59.430 58.430 54.550 46.550 53.400 57.930 58.450 57.880

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

To learn more about the features of Futures SuperCharts, please visit: https://www.mrci.com/tutorials/supercharts.pdf