MRCI Online
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| ScenarioSM Study for February Live Cattle(CME) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 39 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 23 | 23 | 27 | 28 | 17 | 27 | 24 | 27 | 27 | 28 | |
| Exceeded High | 17 | 18 | 19 | 25 | 20 | 15 | 25 | 14 | 24 | 25 | 21 | |
| Scenario Percentage | 89% | 78% | 83% | 93% | 71% | 88% | 93% | 58% | 89% | 93% | 75% | |
| Avg Max Increase | 4.91% | 5.07% | 5.34% | 6.13% | 4.06% | 4.73% | 4.53% | 5.18% | 5.88% | 7.71% | 4.65% | |
| Max Increase | 20.95% | 13.59% | 24.14% | 28.67% | 14.74% | 14.40% | 14.77% | 9.77% | 14.42% | 23.28% | 8.94% | |
| Avg Days To Max Increase | 15 | 17 | 21 | 19 | 18 | 16 | 21 | 18 | 18 | 16 | 16 | |
| Avg Max Decline | -0.80% | -0.96% | -1.37% | -1.26% | -2.07% | -1.31% | -1.84% | -1.35% | -1.80% | -1.41% | -0.77% | |
| 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 | 6 | 10 | 12 | 8 | 13 | 9 | 13 | 9 | 7 | 12 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
