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| ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 22 | 34 | 37 | 39 | 40 | 40 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 12 | 22 | 19 | 21 | 18 | 21 | 25 | 28 | 26 | 21 | 24 | |
| Exceeded High | 11 | 17 | 14 | 17 | 14 | 19 | 25 | 24 | 22 | 20 | 15 | |
| Scenario Percentage | 92% | 77% | 74% | 81% | 78% | 90% | 100% | 86% | 85% | 95% | 63% | |
| Avg Max Increase | 3.97% | 3.57% | 4.04% | 4.28% | 3.84% | 4.88% | 5.20% | 5.90% | 6.45% | 5.99% | 3.66% | |
| 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 | 19 | 14 | 22 | 19 | 19 | 16 | 18 | 16 | 13 | 15 | |
| Avg Max Decline | -0.78% | -1.50% | -1.28% | -1.66% | -1.00% | -1.43% | -1.10% | -1.58% | -1.94% | -1.61% | -0.47% | |
| 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 | 8 | 12 | 7 | 10 | 7 | 9 | 10 | 10 | 9 | 7 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | 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.
