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| ScenarioSM Study for October Feeder Cattle(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 36 | 39 | 42 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 7 | 24 | 27 | 26 | 19 | 27 | 26 | 25 | 28 | 24 | 22 | |
| Exceeded High | 7 | 24 | 24 | 18 | 17 | 20 | 20 | 24 | 23 | 21 | 16 | |
| Scenario Percentage | 100% | 100% | 89% | 69% | 89% | 74% | 77% | 96% | 82% | 88% | 73% | |
| Avg Max Increase | 5.82% | 5.00% | 4.68% | 6.23% | 5.69% | 6.47% | 7.03% | 6.86% | 4.75% | 4.96% | 2.93% | |
| 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 | 22 | 15 | 15 | 19 | 17 | 22 | 22 | 16 | 15 | 12 | 11 | |
| Avg Max Decline | -0.86% | -0.62% | -1.03% | -1.10% | -1.06% | -1.09% | -1.82% | -1.37% | -2.03% | -1.37% | -0.60% | |
| 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 | 8 | 7 | 7 | 7 | 6 | 9 | 10 | 9 | 8 | 3 | 3 | |
| 2014 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.
