|
ScenarioSM Study for December Lean Hogs(CME) as of Jan 01, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 29 | 18 | 27 | 27 | 24 | 21 | 24 | 17 | 30 | 14 | 31 | |
Exceeded High | 22 | 14 | 24 | 19 | 19 | 17 | 18 | 15 | 26 | 11 | 14 | |
Scenario Percentage | 76% | 78% | 89% | 70% | 79% | 81% | 75% | 88% | 87% | 79% | 45% | |
Avg Max Increase | 8.18% | 9.39% | 7.14% | 7.26% | 10.32% | 10.43% | 8.61% | 8.95% | 8.59% | 9.83% | 4.76% | |
Max Increase | 29.22% | 24.56% | 19.08% | 25.45% | 46.99% | 33.60% | 33.21% | 19.37% | 21.17% | 15.99% | 9.68% | |
Avg Days To Max Increase | 20 | 20 | 18 | 16 | 17 | 16 | 16 | 15 | 18 | 13 | 8 | |
Avg Max Decline | -2.17% | -2.26% | -1.66% | -1.76% | -2.52% | -1.72% | -3.76% | -2.43% | -2.48% | -2.05% | -0.75% | |
Max Decline | -6.89% | -6.79% | -8.67% | -7.43% | -8.24% | -6.28% | -6.72% | -8.87% | -10.12% | -4.42% | -2.09% | |
Avg Days to Max Decline | 13 | 8 | 7 | 7 | 13 | 8 | 12 | 9 | 6 | 6 | 1 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.