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ScenarioSM Study for April Feeder Cattle(CME) as of Jan 21, 2022 | ||||||||||||
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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 | 23 | 38 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 13 | 22 | 30 | 19 | 24 | 19 | 26 | 29 | 26 | 26 | 20 | |
Exceeded High | 12 | 20 | 22 | 15 | 20 | 13 | 23 | 26 | 23 | 20 | 17 | |
Scenario Percentage | 92% | 91% | 73% | 79% | 83% | 68% | 88% | 90% | 88% | 77% | 85% | |
Avg Max Increase | 5.63% | 4.69% | 3.83% | 3.76% | 4.32% | 4.30% | 4.83% | 4.77% | 5.66% | 5.84% | 3.62% | |
Max Increase | 11.53% | 9.99% | 8.89% | 10.58% | 8.15% | 10.94% | 10.71% | 15.89% | 18.88% | 13.28% | 10.17% | |
Avg Days To Max Increase | 19 | 19 | 18 | 14 | 18 | 19 | 20 | 16 | 17 | 13 | 13 | |
Avg Max Decline | -2.25% | -0.82% | -1.61% | -1.33% | -1.14% | -1.53% | -1.73% | -1.44% | -1.64% | -1.53% | -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 | 8 | 9 | 12 | 9 | 9 | 9 | 11 | 8 | 10 | 5 | 1 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Not Yet |
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