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ScenarioSM Study for May Feeder Cattle(CME) as of Jan 01, 2018 | ||||||||||||
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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 | 25 | 37 | 40 | 42 | 43 | 43 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 13 | 24 | 19 | 22 | 19 | 23 | 27 | 27 | 27 | 23 | 24 | |
Exceeded High | 12 | 19 | 14 | 18 | 14 | 20 | 27 | 24 | 23 | 22 | 15 | |
Scenario Percentage | 92% | 79% | 74% | 82% | 74% | 87% | 100% | 89% | 85% | 96% | 63% | |
Avg Max Increase | 3.90% | 3.80% | 4.04% | 4.32% | 3.84% | 4.87% | 5.04% | 5.90% | 7.19% | 6.38% | 3.99% | |
Max Increase | 6.75% | 8.60% | 10.67% | 8.83% | 10.43% | 10.55% | 17.01% | 16.55% | 21.46% | 21.17% | 11.90% | |
Avg Days To Max Increase | 17 | 19 | 14 | 21 | 19 | 19 | 16 | 18 | 16 | 12 | 15 | |
Avg Max Decline | -0.93% | -1.51% | -1.28% | -1.57% | -1.00% | -1.53% | -1.11% | -1.58% | -1.98% | -1.61% | -0.44% | |
Max Decline | -2.60% | -4.76% | -4.98% | -9.65% | -3.19% | -4.84% | -6.22% | -5.66% | -5.23% | -4.62% | -1.67% | |
Avg Days to Max Decline | 9 | 12 | 7 | 9 | 7 | 9 | 9 | 10 | 7 | 6 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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