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| ScenarioSM Study for August Feeder Cattle(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 8 | 28 | 32 | 33 | 33 | 35 | 35 | 36 | 36 | 36 | 36 |
| Closed Higher | 5 | 11 | 20 | 20 | 23 | 19 | 17 | 22 | 20 | 21 | 23 |
| Exceeded High | 5 | 6 | 18 | 19 | 19 | 13 | 14 | 18 | 17 | 19 | 19 |
| Scenario Percentage | 100% | 55% | 90% | 95% | 83% | 68% | 82% | 82% | 85% | 90% | 83% |
| Avg Max Increase | 4.67% | 3.81% | 4.33% | 5.29% | 4.73% | 6.87% | 6.93% | 5.96% | 7.22% | 6.49% | 4.22% |
| Max Increase | 7.56% | 6.02% | 11.09% | 15.56% | 16.73% | 17.28% | 24.60% | 17.35% | 14.63% | 12.08% | 13.56% |
| Avg Days To Max Increase | 22 | 13 | 20 | 16 | 15 | 18 | 19 | 19 | 19 | 16 | 16 |
| Avg Max Decline | -1.32% | -1.21% | -1.07% | -0.88% | -1.28% | -1.41% | -1.31% | -1.36% | -1.51% | -1.37% | -1.04% |
| Max Decline | -2.86% | -3.21% | -4.34% | -5.57% | -4.41% | -5.00% | -2.71% | -3.56% | -4.14% | -4.71% | -2.83% |
| Avg Days to Max Decline | 17 | 7 | 9 | 11 | 8 | 6 | 14 | 11 | 9 | 6 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
