MRCI Online
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| ScenarioSM Study for May Lean Hogs(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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 14 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | |
| Closed Higher | 8 | 9 | 9 | 9 | 9 | 13 | 4 | 10 | 8 | 8 | 9 | |
| Exceeded High | 7 | 8 | 9 | 8 | 6 | 10 | 4 | 9 | 7 | 6 | 9 | |
| Scenario Percentage | 88% | 89% | 100% | 89% | 67% | 77% | 100% | 90% | 88% | 75% | 100% | |
| Avg Max Increase | 7.10% | 4.23% | 4.51% | 7.06% | 5.73% | 4.03% | 5.79% | 6.65% | 8.61% | 7.22% | 4.12% | |
| Max Increase | 17.80% | 7.45% | 11.14% | 16.19% | 15.29% | 14.81% | 10.89% | 24.18% | 20.78% | 20.41% | 11.02% | |
| Avg Days To Max Increase | 16 | 21 | 13 | 25 | 22 | 21 | 19 | 16 | 16 | 8 | 7 | |
| Avg Max Decline | -0.29% | -2.43% | -1.74% | -2.19% | -1.95% | -4.35% | -2.77% | -2.25% | -1.73% | -3.03% | -0.75% | |
| Max Decline | -1.50% | -3.35% | -5.91% | -5.45% | -3.84% | -9.21% | -5.91% | -5.63% | -3.95% | -4.58% | -2.24% | |
| Avg Days to Max Decline | 2 | 13 | 11 | 7 | 7 | 17 | 11 | 15 | 7 | 6 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Not Yet | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
