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ScenarioSM Study for August Feeder Cattle(CME) as of Oct 20, 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 20 | 39 | 43 | 43 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 11 | 16 | 25 | 26 | 27 | 27 | 21 | 27 | 25 | 26 | 26 | |
Exceeded High | 10 | 10 | 22 | 25 | 24 | 19 | 19 | 22 | 19 | 24 | 20 | |
Scenario Percentage | 91% | 63% | 88% | 96% | 89% | 70% | 90% | 81% | 76% | 92% | 77% | |
Avg Max Increase | 4.26% | 4.05% | 4.47% | 4.42% | 4.72% | 7.43% | 7.00% | 6.12% | 6.40% | 5.71% | 3.53% | |
Max Increase | 7.56% | 9.20% | 11.09% | 14.29% | 16.73% | 22.87% | 24.60% | 17.35% | 14.24% | 12.08% | 10.72% | |
Avg Days To Max Increase | 15 | 17 | 20 | 16 | 17 | 18 | 18 | 19 | 18 | 17 | 15 | |
Avg Max Decline | -1.20% | -1.25% | -1.27% | -0.99% | -1.25% | -1.49% | -1.55% | -1.62% | -1.84% | -1.36% | -1.02% | |
Max Decline | -2.86% | -3.21% | -4.34% | -5.57% | -4.41% | -5.00% | -5.63% | -6.81% | -7.20% | -4.71% | -2.83% | |
Avg Days to Max Decline | 11 | 7 | 9 | 10 | 8 | 6 | 10 | 11 | 8 | 6 | 3 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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