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| ScenarioSM Study for April Feeder Cattle(CME) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 23 | 19 | 26 | 30 | 25 | 26 | 18 | |
| Exceeded High | 13 | 22 | 24 | 16 | 18 | 14 | 23 | 27 | 22 | 19 | 15 | |
| Scenario Percentage | 93% | 92% | 75% | 76% | 78% | 74% | 88% | 90% | 88% | 73% | 83% | |
| Avg Max Increase | 5.67% | 4.62% | 3.79% | 3.83% | 4.29% | 4.20% | 4.18% | 4.13% | 4.66% | 5.27% | 2.79% | |
| Max Increase | 11.53% | 9.99% | 8.89% | 10.58% | 8.15% | 10.93% | 8.72% | 13.94% | 9.66% | 12.15% | 6.09% | |
| Avg Days To Max Increase | 19 | 19 | 18 | 14 | 17 | 20 | 17 | 16 | 17 | 12 | 11 | |
| Avg Max Decline | -1.82% | -0.90% | -1.30% | -1.30% | -0.94% | -1.54% | -1.77% | -1.59% | -1.42% | -1.60% | -0.63% | |
| Max Decline | -4.71% | -2.55% | -4.24% | -5.68% | -2.46% | -3.54% | -4.91% | -6.72% | -3.51% | -4.58% | -3.21% | |
| Avg Days to Max Decline | 7 | 9 | 11 | 8 | 6 | 9 | 11 | 9 | 9 | 4 | 1 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
