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| ScenarioSM Study for August Lean Hogs(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 43 | 43 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 27 | 27 | 32 | 23 | 29 | 23 | 24 | 31 | 20 | 22 | 25 | |
| Exceeded High | 20 | 23 | 25 | 22 | 24 | 18 | 22 | 23 | 16 | 17 | 19 | |
| Scenario Percentage | 74% | 85% | 78% | 96% | 83% | 78% | 92% | 74% | 80% | 77% | 76% | |
| Avg Max Increase | 5.83% | 7.04% | 6.68% | 7.51% | 8.39% | 10.57% | 9.32% | 9.17% | 11.00% | 10.18% | 5.82% | |
| Max Increase | 15.72% | 17.68% | 22.82% | 28.19% | 29.21% | 23.29% | 17.33% | 29.29% | 42.67% | 46.56% | 13.41% | |
| Avg Days To Max Increase | 19 | 17 | 18 | 16 | 19 | 17 | 21 | 20 | 18 | 13 | 10 | |
| Avg Max Decline | -1.56% | -1.65% | -2.12% | -1.28% | -2.24% | -1.91% | -1.65% | -2.60% | -2.89% | -2.97% | -0.54% | |
| Max Decline | -4.06% | -4.26% | -8.50% | -5.82% | -7.71% | -4.71% | -8.47% | -7.54% | -11.11% | -6.47% | -2.58% | |
| Avg Days to Max Decline | 13 | 9 | 11 | 9 | 13 | 8 | 6 | 10 | 10 | 10 | 1 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | 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.
