MRCI Online
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| ScenarioSM Study for February Live Cattle(CME) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 22 | 23 | 27 | 30 | 18 | 26 | 27 | 27 | 27 | 24 | |
| Exceeded High | 19 | 17 | 20 | 25 | 22 | 17 | 24 | 16 | 23 | 24 | 17 | |
| Scenario Percentage | 90% | 77% | 87% | 93% | 73% | 94% | 92% | 59% | 85% | 89% | 71% | |
| Avg Max Increase | 4.82% | 5.48% | 5.50% | 6.15% | 4.04% | 4.40% | 4.34% | 4.94% | 5.86% | 6.90% | 4.48% | |
| Max Increase | 20.95% | 13.59% | 24.14% | 28.67% | 14.74% | 14.40% | 14.77% | 13.79% | 14.42% | 15.29% | 8.50% | |
| Avg Days To Max Increase | 16 | 18 | 22 | 21 | 18 | 15 | 20 | 19 | 18 | 17 | 16 | |
| Avg Max Decline | -0.92% | -0.97% | -1.47% | -1.23% | -2.17% | -1.26% | -1.89% | -1.54% | -2.02% | -1.73% | -0.97% | |
| Max Decline | -2.60% | -3.30% | -4.69% | -5.28% | -8.02% | -3.25% | -8.32% | -3.73% | -7.80% | -7.68% | -4.16% | |
| Avg Days to Max Decline | 7 | 11 | 12 | 9 | 12 | 10 | 13 | 10 | 7 | 12 | 3 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
