|
ScenarioSM Study for November Feeder Cattle(CME) as of Dec 30, 2016 | ||||||||||||
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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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 24 | 36 | 42 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 24 | 23 | 19 | 26 | 27 | 26 | 28 | 24 | 24 | 18 | |
Exceeded High | 15 | 20 | 16 | 18 | 19 | 22 | 25 | 24 | 20 | 20 | 6 | |
Scenario Percentage | 100% | 83% | 70% | 95% | 73% | 81% | 96% | 86% | 83% | 83% | 33% | |
Avg Max Increase | 5.25% | 4.40% | 6.20% | 5.59% | 6.56% | 6.20% | 6.53% | 4.91% | 4.98% | 3.57% | 2.32% | |
Max Increase | 14.30% | 16.22% | 13.46% | 23.93% | 16.07% | 18.16% | 33.08% | 12.84% | 16.13% | 10.84% | 4.51% | |
Avg Days To Max Increase | 17 | 16 | 18 | 16 | 20 | 20 | 17 | 15 | 10 | 11 | 9 | |
Avg Max Decline | -0.37% | -0.86% | -1.05% | -1.01% | -1.13% | -1.57% | -1.22% | -1.81% | -1.34% | -1.35% | -0.73% | |
Max Decline | -3.05% | -3.23% | -5.05% | -5.29% | -4.15% | -6.17% | -3.99% | -6.29% | -7.19% | -8.14% | -1.65% | |
Avg Days to Max Decline | 7 | 6 | 7 | 6 | 11 | 9 | 10 | 7 | 7 | 4 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | No | Yes |
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