|
ScenarioSM Study for April Feeder Cattle(CME) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 12 | 27 | 33 | 34 | 34 | 36 | 36 | 38 | 38 | 38 | 38 | |
Closed Higher | 7 | 15 | 21 | 17 | 17 | 13 | 20 | 22 | 24 | 21 | 19 | |
Exceeded High | 7 | 14 | 14 | 14 | 14 | 8 | 18 | 21 | 20 | 16 | 16 | |
Scenario Percentage | 100% | 93% | 67% | 82% | 82% | 62% | 90% | 95% | 83% | 76% | 84% | |
Avg Max Increase | 5.49% | 4.78% | 3.53% | 3.96% | 4.27% | 4.26% | 4.80% | 5.69% | 6.09% | 7.88% | 4.42% | |
Max Increase | 9.27% | 9.99% | 8.89% | 10.58% | 8.15% | 7.62% | 10.71% | 16.45% | 18.88% | 21.09% | 13.09% | |
Avg Days To Max Increase | 19 | 19 | 15 | 14 | 21 | 19 | 19 | 16 | 16 | 12 | 14 | |
Avg Max Decline | -3.37% | -0.89% | -1.22% | -1.37% | -1.15% | -1.33% | -1.38% | -1.22% | -1.64% | -1.39% | -0.87% | |
Max Decline | -9.58% | -2.54% | -4.91% | -5.68% | -4.22% | -3.55% | -4.91% | -6.72% | -5.36% | -4.58% | -4.35% | |
Avg Days to Max Decline | 10 | 11 | 9 | 9 | 10 | 8 | 9 | 8 | 10 | 5 | 1 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |