MRCI Online
|
| ScenarioSM Study for October Live Cattle(CME) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 27 | 24 | 25 | 20 | 23 | 28 | 18 | 25 | |
| Exceeded High | 26 | 26 | 26 | 22 | 21 | 18 | 16 | 22 | 25 | 17 | 19 | |
| Scenario Percentage | 90% | 84% | 90% | 81% | 88% | 72% | 80% | 96% | 89% | 94% | 76% | |
| Avg Max Increase | 3.55% | 4.56% | 4.10% | 5.12% | 5.58% | 5.73% | 6.89% | 7.46% | 4.79% | 6.73% | 5.06% | |
| Max Increase | 9.11% | 14.10% | 11.76% | 15.73% | 20.35% | 13.11% | 21.44% | 27.14% | 13.64% | 25.05% | 18.26% | |
| Avg Days To Max Increase | 20 | 18 | 17 | 18 | 17 | 15 | 17 | 16 | 15 | 14 | 17 | |
| Avg Max Decline | -1.35% | -0.59% | -1.33% | -1.15% | -1.52% | -1.44% | -1.83% | -2.02% | -2.21% | -1.53% | -0.69% | |
| 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 | 8 | 9 | 9 | 6 | 11 | 3 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
