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| ScenarioSM Study for October 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 7 | 29 | 32 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | 36 |
| Closed Higher | 3 | 18 | 22 | 20 | 16 | 22 | 22 | 21 | 22 | 22 | 19 |
| Exceeded High | 3 | 18 | 19 | 13 | 14 | 16 | 18 | 20 | 19 | 20 | 13 |
| Scenario Percentage | 100% | 100% | 86% | 65% | 88% | 73% | 82% | 95% | 86% | 91% | 68% |
| Avg Max Increase | 6.93% | 5.10% | 4.31% | 6.18% | 5.81% | 6.17% | 6.91% | 7.28% | 4.95% | 5.16% | 2.99% |
| Max Increase | 10.29% | 14.38% | 15.47% | 13.16% | 24.60% | 17.00% | 17.69% | 33.68% | 13.80% | 17.30% | 10.87% |
| Avg Days To Max Increase | 21 | 14 | 14 | 20 | 17 | 20 | 22 | 16 | 14 | 12 | 12 |
| Avg Max Decline | -0.56% | -0.76% | -1.00% | -1.15% | -1.17% | -1.15% | -1.68% | -1.46% | -1.86% | -1.39% | -0.68% |
| Max Decline | -1.01% | -5.45% | -3.21% | -5.02% | -2.84% | -3.10% | -7.28% | -4.59% | -6.61% | -7.38% | -2.04% |
| Avg Days to Max Decline | 9 | 7 | 8 | 7 | 7 | 11 | 11 | 8 | 6 | 3 | 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.
