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ScenarioSM Study for April Feeder Cattle(CME) as of Jun 08, 2020 | ||||||||||||
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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 | 22 | 37 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 12 | 21 | 29 | 19 | 23 | 19 | 26 | 28 | 26 | 26 | 20 | |
Exceeded High | 11 | 19 | 21 | 15 | 20 | 13 | 23 | 25 | 23 | 20 | 18 | |
Scenario Percentage | 92% | 90% | 72% | 79% | 87% | 68% | 88% | 89% | 88% | 77% | 90% | |
Avg Max Increase | 5.42% | 4.52% | 3.98% | 3.76% | 4.32% | 4.30% | 4.89% | 4.81% | 5.66% | 6.72% | 4.18% | |
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 | 13 | 14 | |
Avg Max Decline | -2.22% | -0.80% | -1.62% | -1.33% | -1.14% | -1.53% | -1.55% | -1.31% | -1.64% | -1.46% | -0.66% | |
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 | 9 | 9 | 8 | 10 | 5 | 1 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Yes |
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