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ScenarioSM Study for August Feeder Cattle(CME) as of Jan 01, 2010 | |||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 10 | 30 | 34 | 35 | 35 | 37 | 37 | 38 | 38 | 38 | 38 |
Closed Higher | 6 | 11 | 20 | 21 | 24 | 21 | 17 | 24 | 22 | 22 | 24 |
Exceeded High | 5 | 6 | 18 | 20 | 20 | 14 | 14 | 20 | 18 | 20 | 20 |
Scenario Percentage | 83% | 55% | 90% | 95% | 83% | 67% | 82% | 83% | 82% | 91% | 83% |
Avg Max Increase | 4.67% | 3.81% | 4.33% | 5.25% | 4.58% | 6.68% | 6.93% | 5.92% | 6.99% | 6.23% | 4.10% |
Max Increase | 7.56% | 6.02% | 11.09% | 15.56% | 16.73% | 17.28% | 24.60% | 17.35% | 14.63% | 11.71% | 13.56% |
Avg Days To Max Increase | 22 | 13 | 20 | 15 | 15 | 18 | 19 | 20 | 19 | 15 | 15 |
Avg Max Decline | -1.32% | -1.21% | -1.07% | -0.81% | -1.28% | -1.58% | -1.31% | -1.55% | -1.83% | -1.37% | -0.98% |
Max Decline | -2.86% | -3.21% | -4.34% | -5.57% | -4.41% | -5.00% | -2.71% | -5.22% | -7.20% | -4.71% | -2.83% |
Avg Days to Max Decline | 17 | 7 | 9 | 10 | 8 | 6 | 14 | 12 | 9 | 6 | 3 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.