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ScenarioSM Study for April Lean Hogs(CME) as of Jan 21, 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 | 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 | 20 | 22 | 21 | 16 | 26 | 25 | 29 | 21 | 26 | 16 | 21 | |
Exceeded High | 16 | 11 | 15 | 13 | 22 | 21 | 23 | 17 | 22 | 13 | 13 | |
Scenario Percentage | 80% | 50% | 71% | 81% | 85% | 84% | 79% | 81% | 85% | 81% | 62% | |
Avg Max Increase | 7.21% | 7.34% | 7.49% | 7.50% | 7.59% | 7.74% | 6.06% | 8.40% | 9.92% | 10.18% | 5.43% | |
Max Increase | 19.34% | 14.70% | 14.24% | 13.78% | 15.02% | 19.25% | 21.99% | 25.51% | 34.28% | 20.52% | 11.10% | |
Avg Days To Max Increase | 22 | 18 | 20 | 16 | 21 | 19 | 19 | 17 | 16 | 12 | 9 | |
Avg Max Decline | -1.81% | -0.56% | -3.46% | -2.46% | -2.39% | -2.37% | -3.39% | -2.05% | -2.53% | -1.72% | -0.60% | |
Max Decline | -7.98% | -3.17% | -7.45% | -4.97% | -6.61% | -7.70% | -7.66% | -3.97% | -8.38% | -4.81% | -1.71% | |
Avg Days to Max Decline | 8 | 8 | 11 | 13 | 10 | 9 | 12 | 9 | 7 | 6 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.