MRCI Online
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| ScenarioSM Study for October 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 | 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 | 31 | 32 | 30 | 29 | 24 | 21 | 20 | 26 | 29 | 16 | 27 | |
| Exceeded High | 28 | 28 | 27 | 23 | 20 | 16 | 17 | 25 | 24 | 15 | 22 | |
| Scenario Percentage | 90% | 88% | 90% | 79% | 83% | 76% | 85% | 96% | 83% | 94% | 81% | |
| Avg Max Increase | 3.21% | 3.35% | 3.54% | 4.23% | 4.26% | 4.64% | 5.99% | 5.17% | 4.52% | 5.97% | 5.11% | |
| Max Increase | 8.53% | 9.21% | 9.32% | 15.73% | 15.95% | 10.93% | 12.73% | 17.32% | 13.64% | 25.05% | 18.26% | |
| Avg Days To Max Increase | 20 | 17 | 16 | 16 | 16 | 13 | 18 | 18 | 16 | 16 | 20 | |
| Avg Max Decline | -1.33% | -0.77% | -0.98% | -1.17% | -1.38% | -1.23% | -1.90% | -1.84% | -1.82% | -1.56% | -0.68% | |
| Max Decline | -3.97% | -1.72% | -2.73% | -5.63% | -5.37% | -3.85% | -4.81% | -4.98% | -8.32% | -6.74% | -3.22% | |
| Avg Days to Max Decline | 9 | 11 | 9 | 7 | 9 | 9 | 9 | 9 | 6 | 11 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
