MRCI Online
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| ScenarioSM Study for December Live Cattle(CME) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 26 | 23 | 21 | 20 | 23 | 27 | 18 | 25 | 27 | 28 | |
| Exceeded High | 20 | 21 | 20 | 15 | 16 | 22 | 21 | 17 | 23 | 19 | 20 | |
| Scenario Percentage | 87% | 81% | 87% | 71% | 80% | 96% | 78% | 94% | 92% | 70% | 71% | |
| Avg Max Increase | 3.78% | 4.32% | 4.50% | 4.74% | 4.72% | 4.59% | 4.28% | 5.05% | 5.38% | 5.90% | 3.37% | |
| Max Increase | 12.47% | 15.57% | 21.08% | 13.31% | 9.93% | 10.40% | 10.78% | 17.67% | 16.89% | 19.71% | 11.69% | |
| Avg Days To Max Increase | 17 | 18 | 14 | 17 | 20 | 21 | 18 | 17 | 19 | 16 | 19 | |
| Avg Max Decline | -1.14% | -1.15% | -0.91% | -1.24% | -1.77% | -1.40% | -2.10% | -1.72% | -1.59% | -1.21% | -1.72% | |
| Max Decline | -3.07% | -4.31% | -2.77% | -4.36% | -3.82% | -4.19% | -9.56% | -7.78% | -5.36% | -2.96% | -6.01% | |
| Avg Days to Max Decline | 9 | 9 | 6 | 8 | 12 | 8 | 7 | 10 | 9 | 6 | 6 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
