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ScenarioSM Study for April 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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 21 | 36 | 42 | 43 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | |
Closed Higher | 12 | 21 | 28 | 19 | 22 | 18 | 25 | 27 | 26 | 27 | 21 | |
Exceeded High | 11 | 19 | 21 | 15 | 19 | 12 | 22 | 24 | 23 | 21 | 19 | |
Scenario Percentage | 92% | 90% | 75% | 79% | 86% | 67% | 88% | 89% | 88% | 78% | 90% | |
Avg Max Increase | 5.42% | 4.52% | 3.98% | 3.76% | 4.17% | 4.42% | 4.95% | 4.91% | 5.66% | 6.99% | 3.99% | |
Max Increase | 11.53% | 9.99% | 8.89% | 10.58% | 8.15% | 10.94% | 10.71% | 15.89% | 18.88% | 21.09% | 13.09% | |
Avg Days To Max Increase | 18 | 19 | 18 | 14 | 18 | 19 | 19 | 16 | 17 | 12 | 12 | |
Avg Max Decline | -2.22% | -0.80% | -1.62% | -1.33% | -1.13% | -1.39% | -1.55% | -1.28% | -1.64% | -1.57% | -0.74% | |
Max Decline | -9.58% | -2.55% | -4.91% | -5.68% | -4.22% | -3.55% | -4.91% | -6.72% | -5.36% | -4.58% | -3.21% | |
Avg Days to Max Decline | 7 | 10 | 12 | 9 | 9 | 8 | 9 | 8 | 10 | 5 | 1 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | No | Yes |
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