MRCI Online
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| ScenarioSM Study for April Live Cattle(CME) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 25 | 30 | 18 | 23 | 26 | 30 | 28 | 27 | 29 | 24 | |
| Exceeded High | 19 | 24 | 22 | 16 | 22 | 18 | 25 | 24 | 23 | 23 | 19 | |
| Scenario Percentage | 86% | 96% | 73% | 89% | 96% | 69% | 83% | 86% | 85% | 79% | 79% | |
| Avg Max Increase | 4.05% | 3.70% | 3.54% | 3.24% | 3.84% | 3.97% | 5.19% | 5.27% | 7.26% | 7.40% | 5.72% | |
| Max Increase | 11.22% | 7.69% | 11.79% | 10.35% | 8.55% | 12.19% | 12.39% | 15.44% | 23.63% | 23.61% | 17.27% | |
| Avg Days To Max Increase | 20 | 20 | 16 | 16 | 19 | 19 | 16 | 20 | 19 | 14 | 14 | |
| Avg Max Decline | -1.32% | -0.97% | -1.68% | -1.44% | -1.82% | -1.26% | -1.97% | -1.44% | -1.59% | -1.42% | -0.97% | |
| Max Decline | -3.66% | -3.41% | -7.69% | -3.52% | -8.67% | -3.62% | -6.20% | -3.48% | -4.87% | -4.16% | -2.31% | |
| Avg Days to Max Decline | 10 | 7 | 9 | 17 | 12 | 11 | 10 | 13 | 9 | 7 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
