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ScenarioSM Study for March Feeder Cattle(CME) as of Oct 20, 2019 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 20 | 36 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 14 | 20 | 24 | 27 | 22 | 25 | 16 | 24 | 26 | 22 | 23 | |
Exceeded High | 11 | 15 | 22 | 20 | 16 | 20 | 10 | 21 | 23 | 19 | 13 | |
Scenario Percentage | 79% | 75% | 92% | 74% | 73% | 80% | 63% | 88% | 88% | 86% | 57% | |
Avg Max Increase | 6.28% | 5.30% | 4.35% | 4.28% | 4.21% | 5.00% | 3.84% | 5.16% | 5.07% | 5.97% | 4.51% | |
Max Increase | 15.13% | 11.81% | 9.73% | 9.12% | 11.69% | 8.82% | 5.76% | 11.70% | 15.68% | 16.68% | 10.89% | |
Avg Days To Max Increase | 19 | 20 | 19 | 18 | 15 | 19 | 14 | 17 | 17 | 14 | 15 | |
Avg Max Decline | -1.44% | -2.08% | -0.88% | -1.98% | -1.59% | -1.80% | -1.47% | -1.80% | -1.56% | -1.69% | -0.60% | |
Max Decline | -7.26% | -10.19% | -2.93% | -5.11% | -5.64% | -9.63% | -4.75% | -5.65% | -8.06% | -8.80% | -1.96% | |
Avg Days to Max Decline | 7 | 11 | 9 | 10 | 10 | 10 | 7 | 9 | 7 | 7 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No | Not Yet |
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