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ScenarioSM Study for May Feeder Cattle(CME) as of Jan 01, 2016 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 23 | 35 | 38 | 40 | 41 | 41 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 13 | 23 | 19 | 22 | 18 | 22 | 25 | 28 | 26 | 22 | 24 | |
Exceeded High | 12 | 18 | 14 | 18 | 14 | 19 | 25 | 24 | 22 | 21 | 15 | |
Scenario Percentage | 92% | 78% | 74% | 82% | 78% | 86% | 100% | 86% | 85% | 95% | 63% | |
Avg Max Increase | 3.90% | 3.80% | 4.04% | 4.32% | 3.84% | 4.88% | 5.20% | 5.90% | 6.45% | 5.74% | 3.60% | |
Max Increase | 6.75% | 8.60% | 10.67% | 8.83% | 10.43% | 10.55% | 17.01% | 16.55% | 21.46% | 19.62% | 11.90% | |
Avg Days To Max Increase | 17 | 19 | 14 | 21 | 19 | 19 | 16 | 18 | 16 | 12 | 15 | |
Avg Max Decline | -0.93% | -1.68% | -1.28% | -1.57% | -1.00% | -1.43% | -1.10% | -1.58% | -1.94% | -1.56% | -0.47% | |
Max Decline | -2.60% | -4.76% | -4.98% | -9.65% | -3.19% | -4.84% | -6.22% | -5.66% | -5.23% | -4.62% | -1.82% | |
Avg Days to Max Decline | 9 | 12 | 7 | 9 | 7 | 9 | 10 | 10 | 9 | 6 | 2 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | Yes |
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