MRCI Online
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| ScenarioSM Study for June Live Cattle(CME) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 29 | 20 | 22 | 27 | 31 | 29 | 28 | 26 | 22 | 23 | 21 | |
| Exceeded High | 20 | 16 | 20 | 21 | 26 | 28 | 22 | 22 | 18 | 16 | 14 | |
| Scenario Percentage | 69% | 80% | 91% | 78% | 84% | 97% | 79% | 85% | 82% | 70% | 67% | |
| Avg Max Increase | 4.15% | 3.45% | 3.72% | 3.77% | 4.74% | 4.31% | 6.23% | 6.27% | 8.64% | 7.66% | 5.13% | |
| Max Increase | 11.99% | 8.55% | 7.95% | 9.43% | 16.47% | 11.90% | 17.54% | 18.85% | 23.53% | 21.24% | 11.83% | |
| Avg Days To Max Increase | 16 | 14 | 19 | 20 | 19 | 17 | 19 | 17 | 17 | 13 | 15 | |
| Avg Max Decline | -1.34% | -1.34% | -1.52% | -1.23% | -1.75% | -1.05% | -1.57% | -1.46% | -1.65% | -1.42% | -1.18% | |
| Max Decline | -7.20% | -3.06% | -6.27% | -3.45% | -6.05% | -3.21% | -4.47% | -4.17% | -4.69% | -6.83% | -3.65% | |
| Avg Days to Max Decline | 6 | 13 | 11 | 12 | 11 | 9 | 8 | 6 | 8 | 7 | 3 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
