Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
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  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   21 22 22 18 15 27 19 17 17 18 21
Penetrated Low   16 14 13 15 13 20 15 10 12 10 11
Scenario Percentage   76% 64% 59% 83% 87% 74% 79% 59% 71% 56% 52%
Avg Max Decline   4.50% 4.12% 5.63% 4.60% 6.07% 6.06% 4.88% 5.21% 8.39% 10.36% 3.39%
Max Decline   8.00% 7.25% 13.25% 11.40% 13.21% 19.34% 16.80% 14.48% 16.95% 16.13% 5.22%
Avg Days To Max Decline   17 19 20 20 16 14 18 12 14 18 14
Avg Max Increase   -0.69% -1.07% -1.40% -1.80% -1.74% -1.35% -2.90% -1.66% -1.30% -1.21% -1.19%
Max Increase   -1.90% -2.37% -4.08% -4.18% -3.98% -3.44% -9.53% -4.22% -4.48% -3.54% -4.21%
Avg Days to Max Increase   7 7 8 13 4 9 11 10 5 6 5
2017 Contract Condition   Yes Yes   Yes Yes Yes Yes       Yes
Action   Yes No   Yes Yes Yes Yes       Not Yet
High 121.635 122.750 118.800 118.050 118.250 114.835 116.200 109.135 106.450 112.530 118.500 121.450
Low 115.680 116.050 110.250 111.835 111.050 107.200 106.000 100.430 97.800 101.450 108.180 113.980
Close/Last 120.800 118.680 111.835 115.750 114.300 111.800 108.550 100.600 104.135 111.950 116.050 115.600

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!