MRCI Online
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| ScenarioSM Study for December Lean Hogs(CME) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 25 | 27 | 21 | 19 | 21 | 18 | 30 | 16 | 29 | |
| Exceeded High | 24 | 15 | 22 | 17 | 16 | 14 | 16 | 15 | 25 | 12 | 13 | |
| Scenario Percentage | 77% | 75% | 88% | 63% | 76% | 74% | 76% | 83% | 83% | 75% | 45% | |
| Avg Max Increase | 7.63% | 10.30% | 7.45% | 5.94% | 8.41% | 6.76% | 7.31% | 10.14% | 9.48% | 10.47% | 4.81% | |
| Max Increase | 34.24% | 39.74% | 23.60% | 11.35% | 30.02% | 12.13% | 14.77% | 32.05% | 21.17% | 19.92% | 12.68% | |
| Avg Days To Max Increase | 21 | 20 | 17 | 15 | 15 | 13 | 16 | 17 | 19 | 13 | 7 | |
| Avg Max Decline | -1.98% | -2.19% | -1.50% | -1.49% | -2.74% | -1.05% | -3.73% | -2.49% | -2.79% | -2.95% | -0.80% | |
| Max Decline | -5.66% | -6.79% | -7.83% | -3.87% | -8.24% | -4.98% | -6.72% | -8.87% | -11.48% | -7.61% | -2.12% | |
| Avg Days to Max Decline | 16 | 10 | 6 | 7 | 13 | 6 | 14 | 12 | 6 | 6 | 1 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | No | Yes | Yes | Not Yet | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
