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| ScenarioSM Study for April 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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 16 | 31 | 37 | 38 | 38 | 40 | 40 | 42 | 42 | 42 | 42 | |
| Closed Higher | 8 | 18 | 24 | 19 | 19 | 16 | 23 | 26 | 27 | 24 | 21 | |
| Exceeded High | 8 | 17 | 17 | 15 | 16 | 11 | 21 | 24 | 23 | 19 | 18 | |
| Scenario Percentage | 100% | 94% | 71% | 79% | 84% | 69% | 91% | 92% | 85% | 79% | 86% | |
| Avg Max Increase | 5.02% | 4.63% | 3.58% | 3.76% | 4.14% | 4.66% | 4.93% | 5.74% | 5.98% | 7.18% | 3.99% | |
| Max Increase | 9.27% | 9.99% | 8.89% | 10.58% | 8.15% | 10.94% | 10.71% | 16.45% | 18.88% | 21.09% | 13.09% | |
| Avg Days To Max Increase | 18 | 19 | 17 | 14 | 20 | 21 | 19 | 17 | 16 | 11 | 12 | |
| Avg Max Decline | -3.02% | -0.70% | -1.44% | -1.33% | -1.18% | -1.44% | -1.45% | -1.16% | -1.70% | -1.34% | -0.83% | |
| Max Decline | -9.58% | -2.54% | -4.91% | -5.68% | -4.22% | -3.55% | -4.91% | -6.72% | -5.36% | -4.58% | -4.35% | |
| Avg Days to Max Decline | 9 | 9 | 11 | 9 | 9 | 9 | 10 | 8 | 10 | 5 | 1 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | 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.
