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| ScenarioSM Study for January Feeder Cattle(CME) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 38 | 39 | 43 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 17 | 23 | 26 | 30 | 32 | 21 | 25 | 17 | 25 | 27 | |
| Exceeded High | 12 | 16 | 19 | 23 | 29 | 25 | 18 | 21 | 14 | 20 | 21 | |
| Scenario Percentage | 80% | 94% | 83% | 88% | 97% | 78% | 86% | 84% | 82% | 80% | 78% | |
| Avg Max Increase | 6.73% | 5.14% | 4.81% | 5.19% | 4.98% | 4.12% | 4.16% | 4.54% | 3.78% | 4.13% | 2.96% | |
| Max Increase | 23.34% | 19.38% | 15.37% | 12.51% | 10.16% | 9.97% | 15.06% | 12.28% | 8.07% | 10.33% | 7.29% | |
| Avg Days To Max Increase | 17 | 16 | 19 | 20 | 17 | 17 | 12 | 16 | 14 | 15 | 14 | |
| Avg Max Decline | -0.91% | -1.10% | -1.19% | -2.10% | -1.21% | -1.51% | -1.19% | -1.24% | -1.58% | -1.76% | -0.80% | |
| Max Decline | -4.24% | -7.27% | -3.95% | -6.63% | -5.98% | -5.68% | -5.72% | -3.50% | -4.34% | -5.37% | -2.57% | |
| Avg Days to Max Decline | 6 | 9 | 12 | 10 | 7 | 10 | 8 | 8 | 8 | 9 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
