MRCI Online
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| ScenarioSM Study for February Live Cattle(CME) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 21 | 22 | 26 | 31 | 18 | 27 | 28 | 28 | 28 | 25 | |
| Exceeded High | 20 | 16 | 19 | 25 | 23 | 16 | 25 | 19 | 24 | 25 | 19 | |
| Scenario Percentage | 91% | 76% | 86% | 96% | 74% | 89% | 93% | 68% | 86% | 89% | 76% | |
| Avg Max Increase | 4.88% | 4.61% | 4.54% | 3.97% | 3.31% | 4.17% | 4.86% | 4.80% | 5.65% | 6.21% | 4.54% | |
| Max Increase | 20.95% | 13.59% | 9.76% | 8.69% | 7.21% | 14.40% | 14.77% | 13.79% | 14.42% | 15.29% | 8.50% | |
| Avg Days To Max Increase | 14 | 18 | 22 | 20 | 20 | 15 | 20 | 18 | 18 | 18 | 16 | |
| Avg Max Decline | -1.02% | -1.26% | -1.57% | -1.14% | -2.12% | -1.26% | -1.67% | -1.38% | -2.05% | -1.98% | -0.79% | |
| Max Decline | -2.60% | -4.56% | -3.66% | -3.92% | -8.02% | -3.25% | -8.32% | -3.73% | -7.80% | -7.68% | -4.16% | |
| Avg Days to Max Decline | 8 | 12 | 11 | 9 | 14 | 10 | 12 | 9 | 7 | 13 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | 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.
