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ScenarioSM Study for April Lean Hogs(CME) as of Jan 01, 2019 | ||||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 23 | 24 | 15 | 25 | 25 | 29 | 21 | 26 | 15 | 21 | |
Exceeded High | 18 | 13 | 18 | 12 | 21 | 21 | 23 | 16 | 21 | 13 | 13 | |
Scenario Percentage | 82% | 57% | 75% | 80% | 84% | 84% | 79% | 76% | 81% | 87% | 62% | |
Avg Max Increase | 9.85% | 11.24% | 8.05% | 7.63% | 7.79% | 8.01% | 5.99% | 7.98% | 8.82% | 9.85% | 5.54% | |
Max Increase | 48.25% | 35.05% | 22.84% | 13.02% | 15.02% | 19.25% | 21.99% | 19.23% | 34.28% | 20.52% | 11.10% | |
Avg Days To Max Increase | 22 | 17 | 18 | 14 | 20 | 18 | 18 | 17 | 16 | 12 | 7 | |
Avg Max Decline | -2.05% | -1.05% | -3.57% | -2.55% | -2.00% | -2.06% | -3.33% | -1.99% | -2.57% | -1.83% | -0.82% | |
Max Decline | -7.98% | -8.14% | -7.45% | -4.97% | -5.28% | -7.70% | -7.66% | -3.97% | -8.38% | -4.81% | -1.85% | |
Avg Days to Max Decline | 9 | 8 | 10 | 10 | 8 | 9 | 12 | 8 | 8 | 6 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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