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 April Live Cattle(CME) as of Jan 01, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   38 40 41 41 41 41 41 41 41 41 41
Closed Higher   19 23 25 17 21 24 27 26 29 26 25
Exceeded High   16 22 18 14 20 16 24 25 23 22 19
Scenario Percentage   84% 96% 72% 82% 95% 67% 89% 96% 79% 85% 76%
Avg Max Increase   4.87% 5.59% 3.80% 3.62% 3.57% 4.33% 5.85% 6.29% 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 20 15 16 21 19 16 20 18 14 14
Avg Max Decline   -1.08% -0.89% -1.59% -1.45% -1.94% -1.28% -1.79% -1.29% -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 9 12 7 7 2
2008 Contract Condition   Yes Yes Yes Yes Yes   Yes Yes   Yes  
Action   Yes Yes Yes Yes No   Yes Yes   No  
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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   38 40 41 41 41 41 41 41 41 41 41
Closed Lower   19 17 16 24 19 17 13 14 12 15 16
Penetrated Low   12 12 13 17 15 9 9 8 9 9 12
Scenario Percentage   63% 71% 81% 71% 79% 53% 69% 57% 75% 60% 75%
Avg Max Decline   5.45% 4.84% 4.23% 4.84% 4.26% 3.58% 6.20% 8.44% 7.42% 8.76% 4.97%
Max Decline   12.45% 12.27% 12.81% 17.84% 12.96% 7.65% 15.83% 14.02% 13.57% 16.04% 11.54%
Avg Days To Max Decline   19 19 11 12 18 15 11 21 19 10 12
Avg Max Increase   -1.23% -1.14% -1.25% -0.91% -1.62% -1.48% -1.29% -1.91% -2.54% -1.09% -1.23%
Max Increase   -4.45% -3.64% -4.22% -4.40% -7.26% -3.38% -4.52% -4.32% -5.34% -3.48% -3.09%
Avg Days to Max Increase   8 6 4 6 10 10 4 13 9 8 2
2008 Contract Condition             Yes     Yes   Yes
Action             Yes     Yes   Yes
High 96.700 97.200 98.500 100.400 101.000 101.525 101.200 99.225 99.200 99.450 96.400 94.100
Low 94.000 94.400 95.850 97.350 97.400 99.600 97.000 96.550 96.550 92.300 93.300 86.400
Close/Last 95.675 97.100 98.350 100.350 100.450 101.250 97.050 97.100 98.500 94.275 94.325 87.425

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php