MRCI Online
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| ScenarioSM Study for June Live Cattle(CME) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 30 | 19 | 21 | 27 | 30 | 28 | 27 | 27 | 22 | 23 | 20 | |
| Exceeded High | 21 | 15 | 19 | 21 | 25 | 27 | 22 | 22 | 18 | 16 | 12 | |
| Scenario Percentage | 70% | 79% | 90% | 78% | 83% | 96% | 81% | 81% | 82% | 70% | 60% | |
| Avg Max Increase | 4.22% | 3.17% | 3.90% | 3.74% | 4.17% | 3.93% | 5.98% | 6.77% | 9.22% | 7.38% | 5.60% | |
| Max Increase | 11.99% | 8.55% | 7.95% | 10.56% | 10.77% | 10.94% | 17.54% | 18.85% | 23.53% | 21.24% | 11.83% | |
| Avg Days To Max Increase | 16 | 14 | 18 | 19 | 19 | 17 | 19 | 18 | 15 | 12 | 15 | |
| Avg Max Decline | -1.46% | -1.41% | -1.57% | -1.20% | -1.84% | -1.15% | -1.50% | -1.46% | -1.72% | -1.56% | -1.20% | |
| 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 | 7 | 14 | 10 | 11 | 12 | 9 | 8 | 6 | 8 | 7 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
