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| ScenarioSM Study for March Feeder Cattle(CME) as of May 10, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 39 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 22 | 29 | 30 | 23 | 24 | 18 | 24 | 29 | 20 | 23 | |
| Exceeded High | 12 | 17 | 27 | 22 | 16 | 17 | 13 | 21 | 25 | 17 | 12 | |
| Scenario Percentage | 80% | 77% | 93% | 73% | 70% | 71% | 72% | 88% | 86% | 85% | 52% | |
| Avg Max Increase | 5.75% | 5.47% | 4.61% | 3.89% | 4.01% | 4.66% | 4.07% | 4.38% | 4.36% | 4.89% | 3.65% | |
| Max Increase | 15.13% | 11.81% | 9.73% | 9.12% | 11.69% | 7.98% | 8.53% | 8.84% | 14.25% | 9.32% | 8.33% | |
| Avg Days To Max Increase | 19 | 20 | 19 | 18 | 14 | 17 | 16 | 17 | 17 | 14 | 14 | |
| Avg Max Decline | -1.81% | -1.79% | -0.90% | -1.63% | -1.57% | -1.01% | -1.52% | -2.08% | -1.77% | -1.20% | -0.80% | |
| Max Decline | -7.26% | -5.13% | -2.93% | -4.80% | -5.65% | -2.70% | -4.75% | -5.65% | -8.05% | -4.09% | -1.96% | |
| Avg Days to Max Decline | 7 | 11 | 9 | 9 | 10 | 8 | 6 | 12 | 7 | 6 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
