MRCI Online
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| ScenarioSM Study for December Live Cattle(CME) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 26 | 24 | 22 | 20 | 24 | 26 | 19 | 25 | 27 | 28 | |
| Exceeded High | 20 | 21 | 21 | 16 | 16 | 23 | 20 | 18 | 23 | 19 | 19 | |
| Scenario Percentage | 87% | 81% | 88% | 73% | 80% | 96% | 77% | 95% | 92% | 70% | 68% | |
| Avg Max Increase | 3.78% | 4.32% | 4.48% | 5.06% | 4.77% | 4.93% | 4.38% | 5.38% | 5.38% | 5.90% | 3.38% | |
| Max Increase | 12.47% | 15.57% | 21.08% | 13.31% | 9.93% | 12.35% | 10.78% | 17.67% | 16.89% | 19.71% | 11.69% | |
| Avg Days To Max Increase | 17 | 18 | 14 | 17 | 20 | 21 | 18 | 18 | 19 | 16 | 18 | |
| Avg Max Decline | -1.14% | -1.15% | -1.14% | -1.61% | -1.64% | -1.64% | -2.13% | -1.70% | -1.59% | -1.21% | -1.67% | |
| 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 | 8 | 11 | 8 | 7 | 9 | 9 | 6 | 6 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
