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ScenarioSM Study for April Lean Hogs(CME) as of Jul 14, 2025 | ||||||||||||
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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 | 23 | 21 | 16 | 27 | 25 | 28 | 20 | 26 | 16 | 21 | |
Exceeded High | 16 | 11 | 15 | 13 | 23 | 21 | 23 | 16 | 22 | 13 | 12 | |
Scenario Percentage | 76% | 48% | 71% | 81% | 85% | 84% | 82% | 80% | 85% | 81% | 57% | |
Avg Max Increase | 7.19% | 7.34% | 6.93% | 7.74% | 7.57% | 6.73% | 5.59% | 9.16% | 10.00% | 9.94% | 5.21% | |
Max Increase | 19.34% | 14.70% | 14.24% | 13.78% | 15.02% | 13.13% | 18.26% | 30.12% | 34.28% | 20.52% | 11.10% | |
Avg Days To Max Increase | 21 | 18 | 19 | 17 | 20 | 18 | 17 | 17 | 17 | 12 | 8 | |
Avg Max Decline | -1.80% | -0.56% | -3.28% | -2.24% | -2.12% | -2.58% | -3.22% | -2.08% | -2.99% | -1.89% | -0.59% | |
Max Decline | -7.98% | -3.17% | -6.23% | -4.97% | -6.61% | -7.70% | -7.66% | -3.61% | -8.38% | -4.81% | -1.71% | |
Avg Days to Max Decline | 8 | 8 | 12 | 13 | 9 | 12 | 11 | 8 | 8 | 6 | 1 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.