MRCI Online
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| ScenarioSM Study for July Lean Hogs(CME) as of Jan 01, 2010 | |||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 38 | 39 | 39 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 |
| Closed Higher | 14 | 21 | 22 | 29 | 20 | 29 | 18 | 22 | 28 | 19 | 18 |
| Exceeded High | 12 | 16 | 18 | 25 | 19 | 24 | 16 | 21 | 22 | 13 | 11 |
| Scenario Percentage | 86% | 76% | 82% | 86% | 95% | 83% | 89% | 95% | 79% | 68% | 61% |
| Avg Max Increase | 6.33% | 6.38% | 6.79% | 6.58% | 8.32% | 8.13% | 9.23% | 9.51% | 8.90% | 9.22% | 5.80% |
| Max Increase | 10.45% | 13.34% | 17.73% | 21.48% | 28.70% | 25.16% | 19.41% | 20.92% | 30.50% | 30.02% | 10.75% |
| Avg Days To Max Increase | 14 | 24 | 19 | 17 | 14 | 18 | 18 | 18 | 19 | 8 | 9 |
| Avg Max Decline | -1.58% | -1.57% | -1.85% | -2.86% | -1.20% | -2.19% | -1.74% | -1.71% | -2.30% | -1.41% | -0.86% |
| Max Decline | -3.23% | -3.96% | -5.04% | -8.99% | -5.15% | -7.88% | -5.44% | -7.20% | -7.12% | -5.05% | -4.18% |
| Avg Days to Max Decline | 8 | 15 | 8 | 11 | 7 | 10 | 6 | 8 | 13 | 4 | 3 |
| 2009 Contract Condition | Yes | ||||||||||
| Action | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
