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ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 20 | 37 | 42 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 9 | 21 | 25 | 26 | 26 | 21 | 27 | 25 | 26 | 26 | 23 | |
Exceeded High | 7 | 19 | 24 | 24 | 18 | 20 | 20 | 19 | 24 | 21 | 12 | |
Scenario Percentage | 78% | 90% | 96% | 92% | 69% | 95% | 74% | 76% | 92% | 81% | 52% | |
Avg Max Increase | 3.98% | 4.67% | 4.32% | 4.50% | 7.41% | 6.45% | 6.31% | 6.46% | 5.65% | 4.50% | 4.08% | |
Max Increase | 9.04% | 11.41% | 14.35% | 16.98% | 23.72% | 23.29% | 15.76% | 13.40% | 10.82% | 13.07% | 13.04% | |
Avg Days To Max Increase | 12 | 19 | 15 | 15 | 18 | 17 | 19 | 22 | 18 | 13 | 14 | |
Avg Max Decline | -0.85% | -0.95% | -0.77% | -1.03% | -1.23% | -1.22% | -1.24% | -1.91% | -1.41% | -1.86% | -0.69% | |
Max Decline | -2.20% | -3.13% | -6.06% | -3.61% | -4.67% | -5.60% | -6.51% | -6.69% | -4.86% | -6.34% | -1.79% | |
Avg Days to Max Decline | 8 | 9 | 9 | 7 | 5 | 7 | 9 | 9 | 8 | 6 | 3 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Not Yet |
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