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ScenarioSM Study for April Lean Hogs(CME) as of Jan 01, 2020 | ||||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 22 | 23 | 16 | 26 | 25 | 30 | 20 | 25 | 15 | 22 | |
Exceeded High | 17 | 12 | 17 | 13 | 22 | 21 | 23 | 15 | 21 | 13 | 13 | |
Scenario Percentage | 81% | 55% | 74% | 81% | 85% | 84% | 77% | 75% | 84% | 87% | 59% | |
Avg Max Increase | 7.59% | 9.25% | 8.05% | 7.44% | 7.65% | 7.74% | 5.99% | 7.74% | 8.82% | 9.82% | 5.39% | |
Max Increase | 19.34% | 30.33% | 22.84% | 13.02% | 15.02% | 19.25% | 21.99% | 19.23% | 34.28% | 20.52% | 11.10% | |
Avg Days To Max Increase | 22 | 17 | 18 | 15 | 20 | 19 | 18 | 17 | 16 | 12 | 7 | |
Avg Max Decline | -1.97% | -1.19% | -3.36% | -2.69% | -2.21% | -2.37% | -3.33% | -2.12% | -2.57% | -1.78% | -0.82% | |
Max Decline | -7.98% | -8.14% | -7.45% | -4.97% | -6.61% | -7.70% | -7.66% | -3.97% | -8.38% | -4.81% | -1.85% | |
Avg Days to Max Decline | 9 | 8 | 10 | 14 | 10 | 9 | 12 | 8 | 8 | 5 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | Not Yet |
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