MRCI Online
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| ScenarioSM Study for November 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 | Feb | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 15 | 27 | 33 | 34 | 35 | 36 | 36 | 36 | 36 | 36 | 36 |
| Closed Higher | 9 | 19 | 17 | 15 | 21 | 21 | 22 | 22 | 21 | 21 | 15 |
| Exceeded High | 9 | 15 | 11 | 14 | 15 | 17 | 21 | 20 | 19 | 17 | 5 |
| Scenario Percentage | 100% | 79% | 65% | 93% | 71% | 81% | 95% | 91% | 90% | 81% | 33% |
| Avg Max Increase | 5.66% | 3.86% | 6.01% | 5.87% | 6.24% | 6.88% | 6.89% | 5.09% | 5.17% | 3.65% | 1.51% |
| Max Increase | 14.30% | 16.22% | 13.46% | 23.93% | 16.07% | 18.16% | 33.08% | 12.84% | 16.13% | 10.84% | 2.72% |
| Avg Days To Max Increase | 14 | 15 | 19 | 16 | 19 | 20 | 17 | 14 | 10 | 11 | 9 |
| Avg Max Decline | -0.21% | -0.91% | -1.08% | -0.84% | -1.24% | -1.18% | -1.32% | -1.61% | -1.27% | -1.43% | -0.91% |
| Max Decline | -0.59% | -3.23% | -5.05% | -1.95% | -4.15% | -4.10% | -3.99% | -5.19% | -7.19% | -8.14% | -1.65% |
| Avg Days to Max Decline | 6 | 7 | 8 | 7 | 14 | 10 | 9 | 6 | 6 | 5 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
