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| ScenarioSM Study for April Live Cattle(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 42 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 27 | 29 | 19 | 23 | 26 | 30 | 29 | 30 | 27 | 26 | |
| Exceeded High | 18 | 25 | 21 | 16 | 22 | 18 | 26 | 27 | 24 | 22 | 20 | |
| Scenario Percentage | 86% | 93% | 72% | 84% | 96% | 69% | 87% | 93% | 80% | 81% | 77% | |
| Avg Max Increase | 4.97% | 5.50% | 3.61% | 3.51% | 3.66% | 4.43% | 5.75% | 6.12% | 8.10% | 7.76% | 5.18% | |
| Max Increase | 22.82% | 28.72% | 11.79% | 10.35% | 8.50% | 9.13% | 15.90% | 15.44% | 23.63% | 23.61% | 17.27% | |
| Avg Days To Max Increase | 20 | 20 | 14 | 16 | 21 | 19 | 16 | 20 | 19 | 13 | 14 | |
| Avg Max Decline | -1.15% | -0.89% | -1.49% | -1.38% | -1.94% | -1.25% | -1.75% | -1.32% | -1.62% | -1.28% | -0.96% | |
| Max Decline | -3.66% | -3.41% | -7.69% | -3.52% | -8.67% | -3.62% | -6.20% | -3.48% | -4.87% | -4.16% | -2.90% | |
| Avg Days to Max Decline | 10 | 9 | 7 | 16 | 14 | 10 | 9 | 12 | 9 | 7 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
