MRCI Online
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| ScenarioSM Study for May Lean Hogs(CME) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 15 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | |
| Closed Higher | 9 | 9 | 10 | 9 | 10 | 13 | 5 | 11 | 8 | 8 | 9 | |
| Exceeded High | 7 | 8 | 9 | 8 | 7 | 10 | 5 | 10 | 7 | 6 | 9 | |
| Scenario Percentage | 78% | 89% | 90% | 89% | 70% | 77% | 100% | 91% | 88% | 75% | 100% | |
| Avg Max Increase | 7.09% | 4.24% | 4.51% | 7.06% | 5.74% | 4.03% | 5.62% | 6.33% | 8.61% | 6.92% | 3.81% | |
| Max Increase | 17.80% | 7.45% | 11.14% | 16.19% | 15.30% | 14.81% | 10.89% | 24.18% | 20.78% | 18.62% | 9.37% | |
| Avg Days To Max Increase | 16 | 21 | 13 | 25 | 21 | 21 | 18 | 16 | 16 | 7 | 6 | |
| Avg Max Decline | -0.29% | -2.43% | -1.74% | -2.19% | -2.15% | -4.35% | -2.60% | -2.17% | -1.73% | -3.03% | -0.75% | |
| Max Decline | -1.51% | -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 | 8 | 17 | 14 | 13 | 7 | 6 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
