Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for October 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   43 44 44 44 45 45 45 45 45 45 45
Closed Higher   29 31 30 26 24 25 21 24 28 19 25
Exceeded High   26 26 26 21 21 18 17 23 25 18 18
Scenario Percentage   90% 84% 87% 81% 88% 72% 81% 96% 89% 95% 72%
Avg Max Increase   3.65% 4.63% 4.10% 4.61% 5.27% 5.98% 6.74% 7.16% 4.79% 6.74% 4.77%
Max Increase   9.11% 14.10% 11.76% 14.08% 20.35% 13.11% 21.44% 27.14% 13.64% 25.05% 18.26%
Avg Days To Max Increase   20 18 17 18 18 16 17 16 15 14 17
Avg Max Decline   -1.26% -0.56% -1.33% -1.15% -1.48% -1.26% -1.79% -1.94% -2.21% -1.54% -0.65%
Max Decline   -3.97% -1.65% -4.11% -5.63% -5.37% -7.13% -4.03% -10.28% -8.40% -6.73% -3.21%
Avg Days to Max Decline   9 9 8 7 8 7 9 9 6 11 3
2016 Contract Condition     Yes   Yes     Yes        
Action     Yes   Yes     No        
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   43 44 44 44 45 45 45 45 45 45 45
Closed Lower   14 13 14 18 21 20 24 21 16 26 20
Penetrated Low   10 5 11 12 17 14 19 15 15 20 14
Scenario Percentage   71% 38% 79% 67% 81% 70% 79% 71% 94% 77% 70%
Avg Max Decline   4.45% 7.52% 6.09% 6.73% 6.29% 6.11% 5.17% 6.53% 6.49% 7.65% 3.85%
Max Decline   12.82% 13.48% 12.91% 14.73% 25.65% 22.84% 14.26% 15.45% 14.56% 23.20% 12.03%
Avg Days To Max Decline   17 18 21 18 17 17 20 20 16 11 11
Avg Max Increase   -1.02% -1.72% -1.48% -0.34% -1.06% -1.53% -1.75% -2.62% -2.51% -1.69% -1.15%
Max Increase   -3.67% -2.70% -3.63% -1.34% -3.76% -6.72% -5.22% -6.56% -6.02% -4.87% -5.55%
Avg Days to Max Increase   7 12 7 6 6 8 9 15 9 6 2
2016 Contract Condition   Yes   Yes   Yes Yes   Yes Yes Yes Yes
Action   Yes   No   Yes Yes   Yes Yes Yes Yes
High 134.000 132.150 125.400 125.480 122.480 124.380 120.385 119.885 118.750 115.280 116.350 109.230
Low 123.550 119.650 113.800 116.280 116.335 117.650 110.900 111.450 109.885 105.250 103.780 98.900
Close/Last 132.000 123.100 124.800 120.250 121.335 119.850 112.335 117.335 114.650 111.730 106.585 98.900

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!