MRCI Online
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| ScenarioSM Study for February Live Cattle(CME) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 22 | 22 | 26 | 30 | 18 | 27 | 28 | 28 | 26 | 24 | |
| Exceeded High | 20 | 17 | 19 | 25 | 22 | 17 | 25 | 18 | 24 | 23 | 18 | |
| Scenario Percentage | 91% | 77% | 86% | 96% | 73% | 94% | 93% | 64% | 86% | 88% | 75% | |
| Avg Max Increase | 4.95% | 4.61% | 4.51% | 4.34% | 3.94% | 4.29% | 4.86% | 4.75% | 5.67% | 6.49% | 4.63% | |
| Max Increase | 20.95% | 13.59% | 9.76% | 13.05% | 14.74% | 14.40% | 14.77% | 13.79% | 14.42% | 15.29% | 8.50% | |
| Avg Days To Max Increase | 14 | 17 | 21 | 20 | 19 | 14 | 20 | 18 | 17 | 18 | 17 | |
| Avg Max Decline | -0.93% | -1.38% | -1.61% | -1.31% | -2.18% | -1.25% | -1.67% | -1.44% | -2.02% | -1.89% | -0.82% | |
| Max Decline | -2.60% | -4.56% | -4.69% | -5.28% | -8.02% | -3.25% | -8.32% | -3.73% | -7.80% | -7.68% | -4.16% | |
| Avg Days to Max Decline | 7 | 12 | 13 | 9 | 13 | 10 | 12 | 9 | 7 | 13 | 3 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
