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ScenarioSM Study for August Feeder Cattle(CME) as of Jan 01, 2014 | ||||||||||||
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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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 14 | 34 | 38 | 39 | 39 | 41 | 41 | 42 | 42 | 42 | 42 | |
Closed Higher | 7 | 13 | 22 | 25 | 27 | 24 | 19 | 26 | 23 | 25 | 26 | |
Exceeded High | 6 | 8 | 20 | 24 | 23 | 17 | 16 | 21 | 18 | 23 | 21 | |
Scenario Percentage | 86% | 62% | 91% | 96% | 85% | 71% | 84% | 81% | 78% | 92% | 81% | |
Avg Max Increase | 4.38% | 4.57% | 4.56% | 5.28% | 4.96% | 6.71% | 6.31% | 5.88% | 6.99% | 5.96% | 4.01% | |
Max Increase | 7.56% | 9.20% | 11.09% | 15.56% | 16.73% | 17.28% | 24.60% | 17.35% | 14.63% | 12.08% | 13.56% | |
Avg Days To Max Increase | 21 | 17 | 20 | 16 | 16 | 16 | 19 | 19 | 19 | 16 | 15 | |
Avg Max Decline | -1.54% | -1.23% | -1.19% | -0.79% | -1.33% | -1.42% | -1.22% | -1.48% | -1.83% | -1.20% | -0.97% | |
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 | 15 | 6 | 9 | 9 | 8 | 6 | 12 | 11 | 9 | 6 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.