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 December 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   39 44 45 45 45 45 45 45 45 45 45
Closed Higher   24 24 23 22 22 25 27 20 24 25 27
Exceeded High   20 20 20 17 18 23 21 19 21 17 17
Scenario Percentage   83% 83% 87% 77% 82% 92% 78% 95% 88% 68% 63%
Avg Max Increase   3.90% 3.75% 4.29% 5.76% 5.79% 6.73% 4.49% 5.52% 5.00% 5.88% 3.17%
Max Increase   12.47% 13.33% 21.08% 13.31% 23.89% 27.74% 10.78% 17.67% 16.89% 15.14% 8.00%
Avg Days To Max Increase   17 17 16 18 20 21 18 18 19 16 16
Avg Max Decline   -1.25% -1.14% -1.12% -1.33% -1.62% -1.46% -2.13% -1.65% -1.65% -1.27% -1.53%
Max Decline   -3.07% -4.31% -5.65% -7.18% -3.67% -6.93% -9.56% -7.78% -5.36% -2.96% -6.01%
Avg Days to Max Decline   9 9 7 7 11 8 7 9 9 6 6
2016 Contract Condition     Yes     Yes         Yes Yes
Action     Yes     No         Yes Yes
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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   39 44 45 45 45 45 45 45 45 45 45
Closed Lower   13 20 22 23 23 20 18 25 21 20 18
Penetrated Low   9 11 15 16 15 17 15 18 19 14 12
Scenario Percentage   69% 55% 68% 70% 65% 85% 83% 72% 90% 70% 67%
Avg Max Decline   5.82% 6.64% 6.51% 5.10% 5.63% 5.40% 6.43% 7.28% 5.18% 6.80% 5.20%
Max Decline   11.87% 14.48% 27.03% 22.79% 13.42% 14.82% 13.62% 23.20% 17.43% 15.03% 10.05%
Avg Days To Max Decline   23 19 16 17 18 18 17 10 14 11 14
Avg Max Increase   -1.09% -0.58% -0.74% -1.30% -1.61% -2.28% -2.00% -1.07% -2.58% -2.07% -0.63%
Max Increase   -3.55% -1.39% -2.08% -5.95% -5.68% -5.92% -4.54% -3.45% -10.54% -7.24% -1.83%
Avg Days to Max Increase   7 9 5 9 7 15 7 6 10 8 3
2016 Contract Condition   Yes   Yes Yes   Yes Yes Yes Yes    
Action   No   Yes Yes   Yes Yes Yes Yes    
High 125.500 125.500 122.550 123.780 119.930 119.335 118.780 115.635 116.650 108.900 105.950 111.200
Low 114.150 116.450 116.600 117.085 111.135 112.280 111.030 106.950 105.680 100.135 96.100 100.280
Close/Last 124.630 120.600 121.585 119.400 112.635 116.835 114.950 112.400 108.385 100.135 103.335 110.750

Banner

Login

Newsflash

With food inflation surging and some grain prices reaching historic levels, you may find MRCI's new 2022 Historical Grains Report especially valuable this year! More info here: https://bit.ly/3CDOmTz