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ScenarioSM Study for May Feeder Cattle(CME) as of Jan 01, 2014 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 21 | 33 | 36 | 38 | 39 | 39 | 42 | 42 | 42 | 42 | 42 | |
Closed Higher | 11 | 21 | 19 | 20 | 17 | 20 | 24 | 27 | 25 | 20 | 23 | |
Exceeded High | 10 | 16 | 14 | 16 | 13 | 18 | 24 | 23 | 21 | 19 | 14 | |
Scenario Percentage | 91% | 76% | 74% | 80% | 76% | 90% | 100% | 85% | 84% | 95% | 61% | |
Avg Max Increase | 4.08% | 3.66% | 4.04% | 4.35% | 3.97% | 4.99% | 5.26% | 5.90% | 6.54% | 5.96% | 3.60% | |
Max Increase | 6.75% | 8.60% | 10.67% | 8.83% | 10.43% | 10.55% | 17.01% | 16.55% | 21.46% | 20.48% | 11.90% | |
Avg Days To Max Increase | 16 | 18 | 14 | 22 | 18 | 19 | 16 | 17 | 15 | 13 | 15 | |
Avg Max Decline | -0.86% | -1.41% | -1.28% | -1.75% | -0.94% | -1.45% | -1.12% | -1.60% | -1.98% | -1.65% | -0.50% | |
Max Decline | -2.45% | -4.48% | -4.98% | -9.65% | -3.19% | -4.84% | -6.22% | -5.66% | -5.23% | -4.62% | -1.82% | |
Avg Days to Max Decline | 9 | 11 | 7 | 11 | 6 | 10 | 9 | 10 | 9 | 7 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.