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ScenarioSM Study for February Lean Hogs(CME) as of Sep 16, 2022 | ||||||||||||
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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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 25 | 30 | 24 | 21 | 24 | 19 | 30 | 23 | 32 | 17 | 25 | |
Exceeded High | 21 | 21 | 19 | 15 | 17 | 15 | 26 | 18 | 23 | 12 | 18 | |
Scenario Percentage | 84% | 70% | 79% | 71% | 71% | 79% | 87% | 78% | 72% | 71% | 72% | |
Avg Max Increase | 6.81% | 5.25% | 6.53% | 6.47% | 6.75% | 8.89% | 8.30% | 8.83% | 6.76% | 8.63% | 3.97% | |
Max Increase | 23.28% | 17.39% | 19.99% | 12.13% | 12.61% | 16.92% | 19.63% | 21.87% | 25.48% | 17.73% | 11.94% | |
Avg Days To Max Increase | 14 | 14 | 20 | 17 | 16 | 17 | 18 | 15 | 16 | 16 | 7 | |
Avg Max Decline | -1.17% | -1.26% | -2.87% | -0.90% | -3.19% | -2.23% | -2.68% | -2.49% | -3.36% | -3.35% | -0.67% | |
Max Decline | -4.14% | -4.85% | -13.44% | -4.38% | -7.59% | -5.20% | -10.74% | -10.34% | -8.14% | -5.96% | -2.49% | |
Avg Days to Max Decline | 5 | 11 | 13 | 7 | 9 | 10 | 6 | 7 | 8 | 5 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes |
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