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ScenarioSM Study for April Live Cattle(CME) as of Jan 21, 2022 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 23 | 25 | 30 | 17 | 24 | 26 | 30 | 29 | 28 | 28 | 24 | |
Exceeded High | 20 | 24 | 22 | 15 | 23 | 18 | 25 | 25 | 24 | 22 | 19 | |
Scenario Percentage | 87% | 96% | 73% | 88% | 96% | 69% | 83% | 86% | 86% | 79% | 79% | |
Avg Max Increase | 4.09% | 3.70% | 3.11% | 3.27% | 3.71% | 3.97% | 5.28% | 5.31% | 7.12% | 6.66% | 4.97% | |
Max Increase | 11.22% | 7.69% | 5.41% | 10.35% | 8.55% | 12.19% | 12.39% | 15.44% | 23.63% | 18.98% | 15.80% | |
Avg Days To Max Increase | 21 | 20 | 16 | 16 | 18 | 19 | 17 | 20 | 19 | 13 | 14 | |
Avg Max Decline | -1.39% | -0.97% | -1.57% | -1.41% | -2.08% | -1.26% | -1.99% | -1.51% | -1.55% | -1.33% | -0.95% | |
Max Decline | -3.66% | -3.41% | -7.69% | -3.52% | -8.67% | -3.62% | -6.20% | -3.48% | -4.87% | -4.16% | -2.31% | |
Avg Days to Max Decline | 10 | 7 | 9 | 18 | 13 | 11 | 10 | 13 | 9 | 7 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | 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.