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| ScenarioSM Study for April Lean Hogs(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 40 | 43 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 21 | 24 | 15 | 25 | 25 | 32 | 20 | 28 | 16 | 22 | |
| Exceeded High | 17 | 11 | 18 | 13 | 20 | 21 | 26 | 15 | 22 | 13 | 14 | |
| Scenario Percentage | 85% | 52% | 75% | 87% | 80% | 84% | 81% | 75% | 79% | 81% | 64% | |
| Avg Max Increase | 9.78% | 12.51% | 8.05% | 7.92% | 7.90% | 8.77% | 7.19% | 10.15% | 9.76% | 10.38% | 5.70% | |
| Max Increase | 48.25% | 35.05% | 22.84% | 13.01% | 15.01% | 19.24% | 22.86% | 28.25% | 34.28% | 20.52% | 11.09% | |
| Avg Days To Max Increase | 23 | 17 | 18 | 15 | 22 | 19 | 18 | 19 | 16 | 12 | 9 | |
| Avg Max Decline | -2.06% | -1.20% | -3.57% | -2.12% | -2.06% | -1.60% | -3.31% | -1.86% | -2.31% | -1.73% | -0.79% | |
| Max Decline | -7.98% | -8.14% | -7.46% | -4.33% | -5.29% | -7.71% | -8.74% | -3.97% | -8.38% | -4.81% | -1.86% | |
| Avg Days to Max Decline | 9 | 9 | 10 | 7 | 9 | 10 | 11 | 8 | 7 | 6 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | No | Yes | Yes | No | Yes | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
