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| ScenarioSM Study for January Feeder Cattle(CME) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 26 | 37 | 38 | 42 | 42 | 43 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 17 | 23 | 26 | 28 | 32 | 20 | 25 | 17 | 26 | 26 | |
| Exceeded High | 12 | 16 | 19 | 23 | 27 | 25 | 17 | 22 | 14 | 21 | 20 | |
| Scenario Percentage | 80% | 94% | 83% | 88% | 96% | 78% | 85% | 88% | 82% | 81% | 77% | |
| Avg Max Increase | 7.39% | 6.08% | 5.17% | 5.23% | 5.04% | 4.37% | 4.13% | 4.66% | 4.12% | 4.47% | 3.09% | |
| Max Increase | 23.34% | 23.36% | 15.37% | 12.51% | 10.16% | 9.97% | 15.07% | 12.29% | 8.07% | 10.33% | 7.28% | |
| Avg Days To Max Increase | 17 | 15 | 19 | 21 | 17 | 17 | 12 | 17 | 15 | 16 | 15 | |
| Avg Max Decline | -0.77% | -1.18% | -1.03% | -2.43% | -1.18% | -1.74% | -1.20% | -1.52% | -1.56% | -1.85% | -0.78% | |
| Max Decline | -4.25% | -7.28% | -3.95% | -11.41% | -5.98% | -5.68% | -5.73% | -7.29% | -4.34% | -5.38% | -2.57% | |
| Avg Days to Max Decline | 5 | 9 | 12 | 10 | 6 | 10 | 8 | 8 | 8 | 9 | 4 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Not Yet | Not Yet | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
