MRCI Online
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| ScenarioSM Study for May Feeder Cattle(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 16 | 27 | 30 | 32 | 33 | 33 | 36 | 36 | 36 | 36 | 36 |
| Closed Higher | 8 | 16 | 16 | 18 | 15 | 18 | 19 | 23 | 21 | 18 | 20 |
| Exceeded High | 7 | 11 | 12 | 15 | 11 | 16 | 19 | 19 | 17 | 17 | 13 |
| Scenario Percentage | 88% | 69% | 75% | 83% | 73% | 89% | 100% | 83% | 81% | 94% | 65% |
| Avg Max Increase | 4.11% | 4.03% | 4.54% | 4.42% | 3.35% | 4.75% | 5.24% | 5.88% | 6.60% | 6.49% | 3.65% |
| Max Increase | 6.75% | 8.60% | 10.67% | 8.83% | 6.51% | 10.55% | 17.01% | 16.55% | 21.46% | 20.48% | 11.90% |
| Avg Days To Max Increase | 17 | 19 | 16 | 22 | 17 | 18 | 16 | 17 | 18 | 14 | 15 |
| Avg Max Decline | -0.97% | -1.37% | -1.50% | -1.71% | -0.87% | -1.35% | -1.21% | -1.57% | -2.06% | -1.78% | -0.45% |
| Max Decline | -2.40% | -4.48% | -4.98% | -9.65% | -3.19% | -4.84% | -6.22% | -5.66% | -5.23% | -4.62% | -1.82% |
| Avg Days to Max Decline | 8 | 13 | 8 | 11 | 5 | 10 | 11 | 11 | 10 | 8 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
