MRCI Online
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| ScenarioSM Study for April Live Cattle(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 37 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 |
| Closed Higher | 18 | 22 | 24 | 16 | 20 | 24 | 26 | 25 | 29 | 25 | 25 |
| Exceeded High | 15 | 21 | 17 | 13 | 20 | 16 | 23 | 24 | 23 | 22 | 19 |
| Scenario Percentage | 83% | 95% | 71% | 81% | 100% | 67% | 88% | 96% | 79% | 88% | 76% |
| Avg Max Increase | 4.97% | 5.73% | 3.96% | 3.82% | 3.57% | 4.33% | 6.00% | 6.51% | 8.33% | 7.51% | 5.34% |
| Max Increase | 22.82% | 28.72% | 11.79% | 10.35% | 8.50% | 9.13% | 15.90% | 15.44% | 23.63% | 23.61% | 17.27% |
| Avg Days To Max Increase | 19 | 19 | 14 | 15 | 21 | 19 | 17 | 21 | 18 | 14 | 14 |
| Avg Max Decline | -1.07% | -0.88% | -1.51% | -1.49% | -1.94% | -1.28% | -1.84% | -1.27% | -1.50% | -1.30% | -0.97% |
| Max Decline | -3.66% | -3.41% | -7.69% | -3.52% | -8.67% | -3.62% | -6.20% | -3.48% | -4.87% | -4.16% | -2.90% |
| Avg Days to Max Decline | 9 | 9 | 8 | 14 | 14 | 11 | 8 | 12 | 7 | 7 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
