MRCI Online
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| ScenarioSM Study for April Live Cattle(CME) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 26 | 30 | 19 | 22 | 26 | 30 | 28 | 27 | 28 | 25 | |
| Exceeded High | 20 | 24 | 22 | 17 | 21 | 17 | 25 | 25 | 22 | 23 | 20 | |
| Scenario Percentage | 87% | 92% | 73% | 89% | 95% | 65% | 83% | 89% | 81% | 82% | 80% | |
| Avg Max Increase | 4.97% | 5.67% | 3.73% | 3.45% | 3.45% | 4.40% | 5.76% | 5.77% | 7.69% | 7.43% | 5.52% | |
| Max Increase | 22.82% | 28.72% | 11.79% | 10.35% | 8.50% | 12.19% | 15.90% | 15.44% | 23.63% | 23.61% | 17.27% | |
| Avg Days To Max Increase | 21 | 21 | 15 | 16 | 20 | 20 | 16 | 20 | 19 | 13 | 13 | |
| Avg Max Decline | -1.18% | -0.92% | -1.64% | -1.38% | -2.05% | -1.41% | -1.92% | -1.32% | -1.75% | -1.44% | -1.07% | |
| 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 | 7 | 8 | 16 | 13 | 11 | 10 | 12 | 9 | 7 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
