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ScenarioSM Study for April Feeder Cattle(CME) as of Sep 16, 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 | 24 | 39 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 14 | 23 | 31 | 19 | 24 | 19 | 27 | 30 | 25 | 26 | 19 | |
Exceeded High | 13 | 21 | 23 | 15 | 20 | 14 | 24 | 27 | 22 | 20 | 16 | |
Scenario Percentage | 93% | 91% | 74% | 79% | 83% | 74% | 89% | 90% | 88% | 77% | 84% | |
Avg Max Increase | 5.91% | 4.72% | 3.82% | 3.76% | 4.32% | 4.55% | 4.74% | 4.62% | 5.65% | 5.84% | 3.21% | |
Max Increase | 11.53% | 9.99% | 8.89% | 10.58% | 8.15% | 10.94% | 10.71% | 15.89% | 18.88% | 13.28% | 7.04% | |
Avg Days To Max Increase | 20 | 19 | 18 | 14 | 18 | 19 | 19 | 16 | 17 | 13 | 13 | |
Avg Max Decline | -2.29% | -0.84% | -1.57% | -1.33% | -1.14% | -1.62% | -1.80% | -1.58% | -1.48% | -1.53% | -0.65% | |
Max Decline | -9.58% | -2.55% | -4.91% | -5.68% | -4.22% | -3.55% | -4.91% | -6.72% | -3.52% | -4.58% | -3.21% | |
Avg Days to Max Decline | 7 | 9 | 12 | 9 | 9 | 9 | 11 | 9 | 9 | 5 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | No | Yes | Yes | Yes |
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