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| ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 15 | 33 | 39 | 39 | 42 | 42 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 7 | 19 | 25 | 27 | 25 | 19 | 27 | 24 | 26 | 27 | 23 | |
| Exceeded High | 6 | 17 | 25 | 24 | 18 | 17 | 20 | 19 | 24 | 23 | 13 | |
| Scenario Percentage | 86% | 89% | 100% | 89% | 72% | 89% | 74% | 79% | 92% | 85% | 57% | |
| Avg Max Increase | 4.39% | 4.88% | 4.88% | 4.95% | 6.34% | 5.93% | 6.51% | 7.34% | 5.66% | 5.11% | 4.48% | |
| Max Increase | 9.04% | 11.41% | 14.86% | 16.98% | 13.74% | 23.29% | 15.76% | 15.98% | 10.82% | 13.26% | 13.04% | |
| Avg Days To Max Increase | 14 | 19 | 15 | 15 | 18 | 17 | 18 | 22 | 16 | 13 | 15 | |
| Avg Max Decline | -0.85% | -0.88% | -0.65% | -1.07% | -1.20% | -0.90% | -0.99% | -1.86% | -1.32% | -1.81% | -0.64% | |
| Max Decline | -2.20% | -3.04% | -6.06% | -3.61% | -4.67% | -2.50% | -3.12% | -6.69% | -4.86% | -6.34% | -1.79% | |
| Avg Days to Max Decline | 9 | 10 | 7 | 7 | 5 | 6 | 8 | 10 | 8 | 6 | 3 | |
| 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.
