MRCI Online
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| ScenarioSM Study for February Live Cattle(CME) as of Aug 18, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 32 | 19 | 26 | 29 | 27 | 28 | 25 | |
| Exceeded High | 20 | 16 | 19 | 26 | 24 | 17 | 24 | 20 | 23 | 25 | 19 | |
| Scenario Percentage | 91% | 76% | 86% | 96% | 75% | 89% | 92% | 69% | 85% | 89% | 76% | |
| Avg Max Increase | 4.85% | 4.61% | 4.54% | 3.97% | 3.28% | 4.08% | 4.90% | 4.67% | 5.48% | 5.95% | 4.32% | |
| Max Increase | 20.95% | 13.59% | 9.76% | 8.69% | 7.21% | 14.40% | 14.77% | 13.79% | 14.42% | 15.29% | 8.26% | |
| Avg Days To Max Increase | 14 | 18 | 22 | 20 | 20 | 15 | 20 | 19 | 18 | 18 | 17 | |
| Avg Max Decline | -1.05% | -1.26% | -1.57% | -1.12% | -2.04% | -1.33% | -1.63% | -1.43% | -2.13% | -1.89% | -0.83% | |
| 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 | 13 | 11 | 11 | 9 | 8 | 14 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
