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ScenarioSM Study for April Feeder Cattle(CME) as of Jan 01, 2018 | ||||||||||||
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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 | 19 | 34 | 40 | 41 | 41 | 43 | 43 | 45 | 45 | 45 | 45 | |
Closed Higher | 11 | 19 | 26 | 19 | 20 | 17 | 25 | 28 | 27 | 26 | 23 | |
Exceeded High | 10 | 18 | 19 | 15 | 17 | 11 | 22 | 26 | 23 | 21 | 20 | |
Scenario Percentage | 91% | 95% | 73% | 79% | 85% | 65% | 88% | 93% | 85% | 81% | 87% | |
Avg Max Increase | 5.20% | 4.54% | 3.83% | 3.76% | 4.18% | 4.66% | 4.95% | 5.55% | 5.98% | 7.33% | 3.95% | |
Max Increase | 11.53% | 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 | 16 | 16 | 12 | 13 | |
Avg Max Decline | -2.40% | -0.81% | -1.45% | -1.33% | -1.12% | -1.44% | -1.55% | -1.19% | -1.70% | -1.44% | -0.92% | |
Max Decline | -9.58% | -2.55% | -4.91% | -5.68% | -4.22% | -3.55% | -4.91% | -6.72% | -5.36% | -4.58% | -4.35% | |
Avg Days to Max Decline | 8 | 10 | 11 | 9 | 8 | 9 | 9 | 8 | 10 | 5 | 1 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | 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.