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| ScenarioSM Study for March Feeder Cattle(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 15 | 31 | 36 | 39 | 40 | 40 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 11 | 16 | 21 | 24 | 22 | 22 | 14 | 23 | 25 | 23 | 21 | |
| Exceeded High | 8 | 13 | 20 | 17 | 16 | 17 | 9 | 21 | 23 | 19 | 12 | |
| Scenario Percentage | 73% | 81% | 95% | 71% | 73% | 77% | 64% | 91% | 92% | 83% | 57% | |
| Avg Max Increase | 5.95% | 4.66% | 4.42% | 3.94% | 4.21% | 5.11% | 4.06% | 5.95% | 5.90% | 6.34% | 4.50% | |
| Max Increase | 13.41% | 8.56% | 9.73% | 9.12% | 11.69% | 8.82% | 5.76% | 22.42% | 15.82% | 16.68% | 10.89% | |
| Avg Days To Max Increase | 19 | 18 | 19 | 18 | 15 | 21 | 16 | 17 | 17 | 15 | 14 | |
| Avg Max Decline | -0.58% | -2.32% | -0.80% | -1.63% | -1.59% | -1.96% | -1.51% | -1.62% | -1.40% | -1.84% | -0.48% | |
| Max Decline | -1.68% | -10.19% | -2.93% | -5.11% | -5.64% | -9.63% | -4.75% | -5.65% | -8.06% | -8.80% | -1.60% | |
| Avg Days to Max Decline | 6 | 12 | 9 | 8 | 10 | 10 | 7 | 9 | 6 | 7 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
