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| ScenarioSM Study for January Feeder Cattle(CME) as of Jul 11, 2025 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 17 | 22 | 27 | 31 | 32 | 20 | 25 | 18 | 25 | 28 | |
| Exceeded High | 11 | 16 | 19 | 23 | 29 | 25 | 17 | 21 | 15 | 21 | 22 | |
| Scenario Percentage | 79% | 94% | 86% | 85% | 94% | 78% | 85% | 84% | 83% | 84% | 79% | |
| Avg Max Increase | 6.96% | 5.14% | 4.81% | 5.19% | 4.98% | 4.12% | 4.07% | 4.80% | 4.14% | 4.52% | 3.25% | |
| Max Increase | 23.34% | 19.38% | 15.37% | 12.51% | 10.16% | 9.97% | 15.06% | 12.28% | 9.14% | 10.33% | 7.31% | |
| Avg Days To Max Increase | 16 | 16 | 19 | 20 | 17 | 17 | 13 | 17 | 15 | 17 | 16 | |
| Avg Max Decline | -0.60% | -1.10% | -1.19% | -2.10% | -1.21% | -1.51% | -1.18% | -1.26% | -1.52% | -1.78% | -0.76% | |
| Max Decline | -2.13% | -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 | 4 | 9 | 12 | 10 | 7 | 10 | 7 | 8 | 8 | 9 | 4 | |
| 2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | 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.
