MRCI Online
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| ScenarioSM Study for December Lean Hogs(CME) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 26 | 27 | 22 | 20 | 22 | 18 | 30 | 15 | 29 | |
| Exceeded High | 24 | 15 | 23 | 18 | 17 | 15 | 17 | 15 | 25 | 12 | 12 | |
| Scenario Percentage | 77% | 79% | 88% | 67% | 77% | 75% | 77% | 83% | 83% | 80% | 41% | |
| Avg Max Increase | 7.63% | 10.30% | 7.29% | 6.13% | 8.66% | 7.56% | 8.83% | 9.29% | 8.98% | 10.41% | 4.86% | |
| Max Increase | 34.24% | 39.74% | 23.60% | 11.35% | 30.02% | 18.83% | 33.21% | 19.38% | 21.17% | 19.71% | 12.48% | |
| Avg Days To Max Increase | 21 | 20 | 17 | 16 | 16 | 14 | 16 | 16 | 18 | 13 | 7 | |
| Avg Max Decline | -1.98% | -2.19% | -1.56% | -1.82% | -2.74% | -1.27% | -3.67% | -2.68% | -2.75% | -2.95% | -0.76% | |
| Max Decline | -5.66% | -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 | 16 | 10 | 6 | 7 | 14 | 5 | 13 | 13 | 6 | 6 | 1 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
