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ScenarioSM Study for October Feeder Cattle(CME) as of Jan 01, 2013 | ||||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 12 | 34 | 37 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
Closed Higher | 5 | 22 | 26 | 25 | 18 | 26 | 25 | 23 | 26 | 24 | 20 | |
Exceeded High | 5 | 22 | 23 | 17 | 16 | 19 | 19 | 22 | 21 | 21 | 14 | |
Scenario Percentage | 100% | 100% | 88% | 68% | 89% | 73% | 76% | 96% | 81% | 88% | 70% | |
Avg Max Increase | 6.82% | 5.26% | 4.60% | 6.15% | 5.34% | 5.97% | 6.71% | 7.03% | 4.70% | 4.96% | 2.86% | |
Max Increase | 10.29% | 14.38% | 15.47% | 13.16% | 24.60% | 17.00% | 17.69% | 33.68% | 13.80% | 17.30% | 10.87% | |
Avg Days To Max Increase | 25 | 15 | 15 | 18 | 17 | 21 | 22 | 16 | 14 | 12 | 11 | |
Avg Max Decline | -1.06% | -0.61% | -1.05% | -1.11% | -1.08% | -1.15% | -1.90% | -1.39% | -1.83% | -1.37% | -0.65% | |
Max Decline | -2.63% | -5.45% | -3.21% | -5.02% | -2.84% | -3.10% | -7.28% | -4.59% | -6.61% | -7.38% | -2.04% | |
Avg Days to Max Decline | 9 | 7 | 7 | 7 | 6 | 10 | 11 | 9 | 6 | 3 | 3 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes |
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