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| ScenarioSM Study for April Feeder Cattle(CME) as of Oct 06, 2023 | ||||||||||||
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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 | 24 | 32 | 20 | 23 | 20 | 27 | 30 | 25 | 26 | 19 | |
| Exceeded High | 13 | 22 | 24 | 15 | 19 | 15 | 24 | 27 | 22 | 20 | 16 | |
| Scenario Percentage | 93% | 92% | 75% | 75% | 83% | 75% | 89% | 90% | 88% | 77% | 84% | |
| Avg Max Increase | 5.91% | 4.77% | 3.80% | 3.76% | 4.31% | 4.43% | 4.41% | 4.20% | 5.09% | 5.40% | 3.08% | |
| Max Increase | 11.53% | 9.99% | 8.89% | 10.58% | 8.15% | 10.94% | 9.81% | 15.89% | 15.31% | 12.23% | 6.85% | |
| Avg Days To Max Increase | 20 | 19 | 18 | 14 | 17 | 20 | 18 | 16 | 17 | 13 | 13 | |
| Avg Max Decline | -2.29% | -0.85% | -1.49% | -1.33% | -1.11% | -1.63% | -1.80% | -1.63% | -1.53% | -1.60% | -0.67% | |
| 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 | 11 | 9 | 7 | 9 | 12 | 9 | 9 | 6 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
