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| ScenarioSM Study for August Live Cattle(CME) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 27 | 29 | 23 | 23 | 22 | 25 | 19 | 22 | 24 | |
| Exceeded High | 19 | 19 | 26 | 27 | 19 | 19 | 19 | 19 | 15 | 20 | 19 | |
| Scenario Percentage | 90% | 79% | 96% | 93% | 83% | 83% | 86% | 76% | 79% | 91% | 79% | |
| Avg Max Increase | 3.23% | 3.72% | 3.53% | 3.82% | 4.09% | 6.08% | 8.05% | 6.24% | 7.09% | 6.63% | 4.11% | |
| Max Increase | 6.97% | 8.71% | 9.85% | 10.85% | 14.13% | 17.33% | 22.50% | 20.21% | 15.62% | 21.50% | 8.15% | |
| Avg Days To Max Increase | 19 | 15 | 16 | 15 | 18 | 19 | 19 | 14 | 20 | 15 | 14 | |
| Avg Max Decline | -1.53% | -0.81% | -1.49% | -0.94% | -1.27% | -1.52% | -1.58% | -1.88% | -2.01% | -2.14% | -1.07% | |
| Max Decline | -6.31% | -3.36% | -4.06% | -4.32% | -3.95% | -6.96% | -4.08% | -6.15% | -5.01% | -5.02% | -3.43% | |
| Avg Days to Max Decline | 10 | 7 | 7 | 8 | 9 | 7 | 7 | 9 | 13 | 12 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
