MRCI Online
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| ScenarioSM Study for August Live Cattle(CME) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 43 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 22 | 28 | 30 | 25 | 21 | 23 | 25 | 20 | 23 | 25 | |
| Exceeded High | 19 | 18 | 27 | 28 | 20 | 18 | 20 | 19 | 17 | 21 | 20 | |
| Scenario Percentage | 90% | 82% | 96% | 93% | 80% | 86% | 87% | 76% | 85% | 91% | 80% | |
| Avg Max Increase | 2.99% | 3.52% | 4.22% | 4.51% | 4.27% | 5.55% | 7.25% | 6.73% | 7.65% | 7.37% | 4.37% | |
| Max Increase | 6.97% | 8.67% | 19.17% | 12.63% | 14.13% | 15.89% | 22.50% | 20.21% | 16.21% | 25.20% | 9.32% | |
| Avg Days To Max Increase | 19 | 15 | 17 | 16 | 17 | 18 | 20 | 15 | 21 | 15 | 15 | |
| Avg Max Decline | -1.64% | -0.82% | -1.38% | -0.84% | -1.24% | -1.58% | -1.46% | -1.54% | -2.19% | -1.83% | -1.00% | |
| Max Decline | -6.31% | -3.36% | -4.06% | -4.32% | -3.95% | -6.96% | -4.08% | -5.48% | -5.01% | -5.02% | -3.43% | |
| Avg Days to Max Decline | 11 | 7 | 7 | 8 | 9 | 7 | 6 | 8 | 14 | 11 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
