|
ScenarioSM Study for May Feeder Cattle(CME) as of Jan 01, 2019 | ||||||||||||
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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 | 26 | 38 | 41 | 43 | 43 | 43 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 14 | 25 | 20 | 23 | 20 | 23 | 26 | 27 | 27 | 22 | 24 | |
Exceeded High | 13 | 20 | 15 | 19 | 15 | 20 | 26 | 24 | 22 | 22 | 14 | |
Scenario Percentage | 93% | 80% | 75% | 83% | 75% | 87% | 100% | 89% | 81% | 100% | 58% | |
Avg Max Increase | 3.93% | 4.01% | 4.53% | 4.44% | 3.72% | 4.87% | 4.58% | 5.57% | 7.06% | 6.35% | 4.11% | |
Max Increase | 6.75% | 8.60% | 11.36% | 8.83% | 10.43% | 10.55% | 15.72% | 16.55% | 21.46% | 20.48% | 11.90% | |
Avg Days To Max Increase | 18 | 19 | 16 | 20 | 18 | 19 | 15 | 18 | 16 | 12 | 14 | |
Avg Max Decline | -1.08% | -1.61% | -1.24% | -1.63% | -1.00% | -1.53% | -1.16% | -1.46% | -2.03% | -1.61% | -0.36% | |
Max Decline | -2.90% | -4.76% | -4.98% | -9.65% | -3.19% | -4.84% | -6.22% | -5.66% | -5.23% | -4.62% | -1.35% | |
Avg Days to Max Decline | 12 | 12 | 7 | 10 | 6 | 9 | 10 | 10 | 7 | 6 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Not Yet |
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