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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Live Cattle(CME) as of Dec 06, 2024
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   32 21 22 27 31 29 27 28 19 19 21
Exceeded High   23 17 19 22 26 29 23 23 15 15 13
Scenario Percentage   72% 81% 86% 81% 84% 100% 85% 82% 79% 79% 62%
Avg Max Increase   3.44% 3.12% 3.75% 3.34% 3.68% 3.15% 5.02% 5.04% 6.06% 6.09% 5.61%
Max Increase   8.07% 8.55% 7.95% 10.56% 8.71% 8.79% 11.24% 15.51% 21.35% 15.30% 11.83%
Avg Days To Max Increase   17 14 17 20 20 16 20 16 12 10 15
Avg Max Decline   -1.11% -1.28% -1.64% -1.09% -1.87% -1.31% -1.35% -1.54% -1.47% -1.70% -1.03%
Max Decline   -3.90% -3.06% -7.27% -3.45% -6.04% -3.35% -3.40% -4.32% -4.69% -6.83% -3.65%
Avg Days to Max Decline   8 13 9 11 13 10 10 6 9 8 3
2024 Contract Condition   Yes Yes Yes       Yes Yes     Yes
Action   Yes Yes No       Yes Yes     Yes
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   12 23 23 17 14 16 18 17 26 26 24
Penetrated Low   11 16 16 12 10 7 14 13 23 17 14
Scenario Percentage   92% 70% 70% 71% 71% 44% 78% 76% 88% 65% 58%
Avg Max Decline   5.53% 4.73% 4.12% 5.60% 5.62% 5.40% 6.81% 9.34% 7.11% 5.51% 3.26%
Max Decline   12.09% 18.54% 16.12% 16.03% 13.51% 10.52% 23.60% 24.31% 16.81% 12.62% 7.02%
Avg Days To Max Decline   15 16 16 12 15 17 20 19 18 13 12
Avg Max Increase   -1.42% -0.94% -1.65% -0.84% -0.68% -2.07% -2.03% -1.10% -1.37% -1.88% -0.86%
Max Increase   -4.24% -3.16% -8.42% -1.96% -2.77% -2.85% -4.60% -4.67% -5.93% -8.48% -2.56%
Avg Days to Max Increase   3 10 7 5 4 11 9 4 6 7 3
2024 Contract Condition         Yes Yes Yes     Yes Yes  
Action         Yes Yes No     Yes No  
High 183.600 186.130 188.130 194.030 191.780 183.580 172.000 180.500 184.830 186.630 181.130 184.680
Low 177.780 179.930 182.800 185.830 176.600 166.500 162.750 169.580 179.100 176.400 170.250 172.700
Close/Last 182.030 183.500 187.030 189.700 180.780 170.200 170.050 178.880 181.230 180.250 174.980 181.550

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