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ScenarioSM Study for November Feeder Cattle(CME) as of Jan 01, 2010 | |||||||||||
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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 | 17 | 29 | 35 | 36 | 37 | 38 | 38 | 38 | 38 | 38 | 38 |
Closed Higher | 10 | 20 | 19 | 15 | 23 | 23 | 22 | 24 | 21 | 21 | 15 |
Exceeded High | 10 | 16 | 12 | 14 | 17 | 19 | 21 | 21 | 19 | 17 | 5 |
Scenario Percentage | 100% | 80% | 63% | 93% | 74% | 83% | 95% | 88% | 90% | 81% | 33% |
Avg Max Increase | 5.47% | 3.81% | 5.89% | 5.87% | 6.15% | 6.31% | 6.89% | 4.97% | 5.17% | 3.95% | 1.88% |
Max Increase | 14.30% | 16.22% | 13.46% | 23.93% | 16.07% | 18.16% | 33.08% | 12.84% | 16.13% | 10.84% | 4.36% |
Avg Days To Max Increase | 13 | 14 | 19 | 16 | 20 | 20 | 17 | 14 | 10 | 11 | 10 |
Avg Max Decline | -0.09% | -0.86% | -1.20% | -0.84% | -1.24% | -1.70% | -1.32% | -1.54% | -1.27% | -1.43% | -0.91% |
Max Decline | -0.59% | -3.23% | -5.05% | -1.95% | -4.15% | -6.17% | -3.99% | -5.19% | -7.19% | -8.14% | -1.65% |
Avg Days to Max Decline | 5 | 6 | 8 | 7 | 12 | 10 | 9 | 6 | 6 | 5 | 3 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | No |
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