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| ScenarioSM Study for September Feeder Cattle(CME) as of Dec 27, 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 23 | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 11 | 24 | 28 | 27 | 25 | 19 | 24 | 26 | 28 | 28 | 23 | |
| Exceeded High | 9 | 22 | 27 | 25 | 17 | 18 | 19 | 21 | 27 | 23 | 11 | |
| Scenario Percentage | 82% | 92% | 96% | 93% | 68% | 95% | 79% | 81% | 96% | 82% | 48% | |
| Avg Max Increase | 3.73% | 4.40% | 3.84% | 4.13% | 6.69% | 5.27% | 5.42% | 6.22% | 5.61% | 4.23% | 2.83% | |
| Max Increase | 9.04% | 11.41% | 13.36% | 10.85% | 23.72% | 22.04% | 15.76% | 13.40% | 10.82% | 13.07% | 6.11% | |
| Avg Days To Max Increase | 16 | 19 | 15 | 16 | 18 | 17 | 19 | 22 | 18 | 14 | 14 | |
| Avg Max Decline | -1.00% | -1.01% | -0.86% | -0.97% | -1.00% | -1.17% | -1.44% | -2.34% | -1.47% | -1.61% | -0.76% | |
| Max Decline | -2.20% | -3.13% | -6.06% | -3.61% | -3.70% | -5.60% | -6.51% | -6.69% | -4.86% | -5.85% | -1.79% | |
| Avg Days to Max Decline | 10 | 9 | 8 | 6 | 6 | 6 | 8 | 10 | 8 | 6 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | 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.
