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ScenarioSM Study for June Live Cattle(CME) as of Jan 01, 2018 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 29 | 20 | 21 | 27 | 31 | 29 | 27 | 27 | 22 | 23 | 21 | |
Exceeded High | 20 | 16 | 19 | 21 | 26 | 28 | 22 | 23 | 18 | 16 | 13 | |
Scenario Percentage | 69% | 80% | 90% | 78% | 84% | 97% | 81% | 85% | 82% | 70% | 62% | |
Avg Max Increase | 4.15% | 3.45% | 3.63% | 4.08% | 4.64% | 4.22% | 6.23% | 6.67% | 9.22% | 7.62% | 5.27% | |
Max Increase | 11.99% | 8.55% | 7.95% | 10.56% | 16.47% | 11.90% | 17.54% | 18.85% | 23.53% | 21.24% | 11.83% | |
Avg Days To Max Increase | 16 | 14 | 19 | 20 | 19 | 17 | 19 | 18 | 15 | 13 | 15 | |
Avg Max Decline | -1.34% | -1.34% | -1.60% | -1.27% | -1.79% | -1.10% | -1.57% | -1.48% | -1.72% | -1.41% | -1.18% | |
Max Decline | -7.20% | -3.06% | -6.27% | -3.45% | -6.05% | -3.21% | -4.47% | -4.17% | -4.69% | -6.83% | -3.65% | |
Avg Days to Max Decline | 6 | 13 | 11 | 11 | 11 | 9 | 8 | 6 | 8 | 7 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.