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| ScenarioSM Study for January Feeder Cattle(CME) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 19 | 30 | 31 | 35 | 35 | 36 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 12 | 12 | 21 | 21 | 22 | 27 | 19 | 21 | 13 | 23 | 21 | |
| Exceeded High | 10 | 12 | 17 | 19 | 22 | 21 | 17 | 19 | 11 | 19 | 17 | |
| Scenario Percentage | 83% | 100% | 81% | 90% | 100% | 78% | 89% | 90% | 85% | 83% | 81% | |
| Avg Max Increase | 5.82% | 5.70% | 5.38% | 5.06% | 4.88% | 4.31% | 4.13% | 4.61% | 4.20% | 4.70% | 3.36% | |
| Max Increase | 15.76% | 23.36% | 15.37% | 12.51% | 10.16% | 9.97% | 15.07% | 12.29% | 8.07% | 10.33% | 7.28% | |
| Avg Days To Max Increase | 16 | 16 | 20 | 21 | 17 | 16 | 12 | 18 | 15 | 17 | 16 | |
| Avg Max Decline | -0.81% | -0.96% | -0.82% | -2.45% | -1.02% | -1.64% | -1.20% | -1.55% | -1.49% | -1.81% | -0.57% | |
| Max Decline | -4.25% | -7.28% | -3.95% | -11.41% | -3.46% | -5.68% | -5.73% | -7.29% | -4.34% | -5.38% | -2.57% | |
| Avg Days to Max Decline | 6 | 10 | 12 | 10 | 6 | 9 | 8 | 8 | 9 | 10 | 4 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
