MRCI Online
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| ScenarioSM Study for April Live Cattle(CME) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 26 | 31 | 18 | 24 | 26 | 31 | 29 | 28 | 28 | 23 | |
| Exceeded High | 20 | 25 | 23 | 15 | 23 | 19 | 26 | 26 | 24 | 22 | 18 | |
| Scenario Percentage | 87% | 96% | 74% | 83% | 96% | 73% | 84% | 90% | 86% | 79% | 78% | |
| Avg Max Increase | 4.25% | 3.70% | 3.08% | 3.27% | 3.71% | 4.09% | 5.20% | 5.21% | 7.12% | 6.61% | 4.59% | |
| Max Increase | 11.22% | 7.69% | 5.41% | 10.35% | 8.55% | 12.19% | 12.39% | 15.44% | 23.63% | 18.98% | 15.80% | |
| Avg Days To Max Increase | 22 | 20 | 17 | 16 | 18 | 19 | 18 | 20 | 19 | 13 | 13 | |
| Avg Max Decline | -1.44% | -0.97% | -1.52% | -1.41% | -2.08% | -1.23% | -1.94% | -1.61% | -1.55% | -1.33% | -0.96% | |
| Max Decline | -3.66% | -3.41% | -7.69% | -3.52% | -8.67% | -3.62% | -6.20% | -4.00% | -4.87% | -4.16% | -2.31% | |
| Avg Days to Max Decline | 10 | 7 | 9 | 18 | 13 | 10 | 10 | 13 | 9 | 7 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
