MRCI's ScenarioSM Study

ScenarioSM Study for October Live Cattle(CME) as of Dec 07, 2022
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		45	45	45	45	45	45	45	45	45	45	45
Closed Higher		32	32	30	29	24	22	19	24	29	17	27
Exceeded High		29	28	27	23	20	16	15	23	25	16	22
Scenario Percentage		91%	88%	90%	79%	83%	73%	79%	96%	86%	94%	81%
Avg Max Increase		3.62%	3.77%	4.05%	5.14%	5.08%	4.99%	5.94%	5.37%	4.72%	6.27%	5.12%
Max Increase		9.11%	9.77%	11.76%	15.73%	20.35%	13.11%	12.73%	17.31%	13.64%	25.05%	18.26%
Avg Days To Max Increase		20	17	17	18	16	14	17	18	16	14	18
Avg Max Decline		-1.32%	-0.75%	-1.05%	-1.15%	-1.41%	-1.07%	-2.04%	-1.85%	-2.08%	-1.53%	-0.69%
Max Decline		-3.97%	-1.71%	-3.37%	-5.63%	-5.37%	-3.85%	-4.81%	-4.99%	-8.40%	-6.73%	-3.21%
Avg Days to Max Decline		9	10	7	7	8	8	10	9	7	12	4
2022 Contract Condition		Yes	Yes	Yes		Yes			Yes	Yes	Yes	Yes
Action		Yes	Yes	Yes		Yes			Yes	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	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep
Tested Years		45	45	45	45	45	45	45	45	45	45	45
Closed Lower		13	13	15	16	21	23	26	21	15	28	18
Penetrated Low		10	4	11	12	17	16	18	14	13	20	14
Scenario Percentage		77%	31%	73%	75%	81%	70%	69%	67%	87%	71%	78%
Avg Max Decline		4.63%	6.03%	7.06%	7.06%	5.44%	4.87%	4.98%	6.52%	6.71%	6.01%	3.76%
Max Decline		12.82%	8.28%	21.12%	21.06%	12.44%	10.46%	14.26%	15.45%	14.56%	16.39%	12.03%
Avg Days To Max Decline		17	17	20	15	16	18	20	22	18	10	10
Avg Max Increase		-0.71%	-1.48%	-1.29%	-0.73%	-1.13%	-1.66%	-1.77%	-2.64%	-2.57%	-1.78%	-1.17%
Max Increase		-2.40%	-2.12%	-3.63%	-2.81%	-4.38%	-6.72%	-3.98%	-6.56%	-4.84%	-4.87%	-5.55%
Avg Days to Max Increase		4	13	8	6	6	8	9	16	10	7	2
2022 Contract Condition					Yes		Yes	Yes
Action					Yes		Yes	No
High	136.050	140.780	141.700	143.030	146.735	145.250	147.500	145.100	143.400	143.780	146.250	146.780
Low	130.800	133.600	136.885	139.530	141.550	140.030	141.200	135.900	136.300	138.030	141.885	142.400
Close/Last	134.180	138.135	141.635	142.800	142.700	144.430	142.485	136.150	138.780	142.235	142.580	143.280