MRCI Online
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| ScenarioSM Study for June Live Cattle(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 18 | 23 | 28 | 31 | 30 | 27 | 28 | 21 | 21 | 20 | |
| Exceeded High | 21 | 15 | 21 | 22 | 26 | 29 | 23 | 23 | 17 | 15 | 11 | |
| Scenario Percentage | 70% | 83% | 91% | 79% | 84% | 97% | 85% | 82% | 81% | 71% | 55% | |
| Avg Max Increase | 3.44% | 3.17% | 3.88% | 3.70% | 4.25% | 3.70% | 5.93% | 6.09% | 7.90% | 6.46% | 5.21% | |
| Max Increase | 8.07% | 8.55% | 7.95% | 10.56% | 10.77% | 10.94% | 17.54% | 16.03% | 23.53% | 16.16% | 11.83% | |
| Avg Days To Max Increase | 17 | 14 | 18 | 19 | 20 | 17 | 20 | 17 | 14 | 12 | 15 | |
| Avg Max Decline | -1.52% | -1.41% | -1.76% | -1.20% | -1.84% | -1.24% | -1.48% | -1.38% | -1.51% | -1.56% | -1.17% | |
| Max Decline | -7.20% | -3.06% | -7.27% | -3.45% | -6.05% | -3.21% | -4.47% | -4.17% | -4.69% | -6.83% | -3.65% | |
| Avg Days to Max Decline | 10 | 14 | 11 | 11 | 12 | 9 | 9 | 6 | 9 | 7 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
