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ScenarioSM Study for November Feeder Cattle(CME) as of Jan 01, 2007 | |||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 15 | 27 | 32 | 33 | 34 | 35 | 35 | 35 | 35 | 35 | 35 |
Closed Higher | 9 | 19 | 16 | 14 | 20 | 21 | 21 | 21 | 21 | 21 | 15 |
Exceeded High | 9 | 15 | 10 | 13 | 14 | 17 | 20 | 19 | 19 | 17 | 5 |
Scenario Percentage | 100% | 79% | 62% | 93% | 70% | 81% | 95% | 90% | 90% | 81% | 33% |
Avg Max Increase | 5.66% | 3.86% | 6.04% | 6.08% | 6.59% | 6.88% | 6.91% | 5.28% | 5.17% | 3.66% | 1.57% |
Max Increase | 14.30% | 16.22% | 13.46% | 23.93% | 16.07% | 18.16% | 33.08% | 12.84% | 16.13% | 10.84% | 2.80% |
Avg Days To Max Increase | 14 | 15 | 18 | 16 | 19 | 20 | 16 | 15 | 10 | 11 | 10 |
Avg Max Decline | -0.21% | -0.91% | -1.14% | -0.84% | -1.03% | -1.18% | -1.35% | -1.55% | -1.27% | -1.43% | -0.91% |
Max Decline | -0.59% | -3.23% | -5.05% | -1.95% | -2.81% | -4.10% | -3.99% | -5.19% | -7.19% | -8.14% | -1.65% |
Avg Days to Max Decline | 6 | 7 | 8 | 6 | 11 | 10 | 9 | 6 | 6 | 5 | 3 |
2006 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes |
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