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ScenarioSM Study for August 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 43 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 23 | 28 | 30 | 23 | 23 | 22 | 25 | 20 | 22 | 24 | |
Exceeded High | 19 | 18 | 27 | 28 | 19 | 20 | 19 | 19 | 16 | 20 | 19 | |
Scenario Percentage | 90% | 78% | 96% | 93% | 83% | 87% | 86% | 76% | 80% | 91% | 79% | |
Avg Max Increase | 2.99% | 3.83% | 4.11% | 4.14% | 4.34% | 6.02% | 8.05% | 6.53% | 7.66% | 7.68% | 4.43% | |
Max Increase | 6.97% | 8.71% | 19.17% | 12.63% | 14.13% | 17.33% | 22.50% | 20.21% | 16.21% | 25.20% | 9.32% | |
Avg Days To Max Increase | 19 | 16 | 17 | 16 | 18 | 19 | 19 | 14 | 20 | 16 | 15 | |
Avg Max Decline | -1.64% | -0.83% | -1.45% | -0.90% | -1.39% | -1.53% | -1.58% | -1.67% | -2.02% | -1.94% | -1.10% | |
Max Decline | -6.31% | -3.36% | -4.06% | -4.32% | -3.95% | -6.96% | -4.08% | -5.48% | -5.01% | -5.02% | -3.43% | |
Avg Days to Max Decline | 11 | 7 | 7 | 8 | 9 | 7 | 7 | 8 | 13 | 11 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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