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| ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 29 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 30 | 21 | 24 | 22 | 25 | 29 | 24 | 27 | 20 | 22 | |
| Exceeded High | 16 | 24 | 15 | 19 | 18 | 22 | 29 | 22 | 22 | 18 | 13 | |
| Scenario Percentage | 94% | 80% | 71% | 79% | 82% | 88% | 100% | 92% | 81% | 90% | 59% | |
| Avg Max Increase | 4.38% | 3.78% | 4.53% | 4.24% | 3.79% | 4.34% | 3.75% | 4.95% | 5.82% | 5.35% | 3.56% | |
| Max Increase | 7.62% | 8.60% | 11.36% | 7.87% | 10.43% | 10.02% | 15.72% | 12.43% | 20.14% | 21.17% | 7.43% | |
| Avg Days To Max Increase | 18 | 18 | 16 | 18 | 19 | 17 | 16 | 17 | 16 | 12 | 15 | |
| Avg Max Decline | -1.04% | -1.50% | -1.24% | -1.05% | -1.23% | -1.75% | -1.48% | -1.37% | -1.89% | -1.37% | -0.40% | |
| Max Decline | -2.90% | -4.76% | -4.98% | -3.92% | -3.19% | -4.84% | -6.22% | -3.54% | -5.23% | -3.99% | -1.35% | |
| Avg Days to Max Decline | 10 | 12 | 7 | 7 | 7 | 12 | 11 | 8 | 9 | 7 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
