MRCI Online
|
| ScenarioSM Study for February Live Cattle(CME) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 35 | 41 | 42 | 42 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 17 | 20 | 22 | 24 | 27 | 18 | 25 | 23 | 27 | 26 | 27 | |
| Exceeded High | 15 | 15 | 19 | 23 | 20 | 15 | 23 | 14 | 24 | 24 | 21 | |
| Scenario Percentage | 88% | 75% | 86% | 96% | 74% | 83% | 92% | 61% | 89% | 92% | 78% | |
| Avg Max Increase | 5.36% | 5.01% | 5.08% | 6.14% | 3.98% | 4.52% | 4.63% | 5.58% | 6.05% | 7.87% | 4.63% | |
| Max Increase | 20.95% | 13.59% | 24.14% | 28.67% | 14.74% | 14.40% | 14.77% | 12.34% | 14.42% | 23.28% | 8.94% | |
| Avg Days To Max Increase | 16 | 17 | 20 | 19 | 17 | 15 | 21 | 16 | 17 | 16 | 16 | |
| Avg Max Decline | -0.85% | -0.97% | -1.47% | -1.30% | -2.09% | -1.19% | -1.80% | -1.25% | -1.68% | -1.33% | -0.71% | |
| Max Decline | -2.14% | -3.30% | -4.69% | -5.28% | -8.02% | -3.25% | -8.32% | -3.73% | -7.80% | -3.89% | -4.16% | |
| Avg Days to Max Decline | 5 | 12 | 12 | 9 | 12 | 7 | 14 | 9 | 6 | 12 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | No | Not Yet | ||||||
| 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.
