|
ScenarioSM Study for June 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 22 | 29 | 27 | 33 | 22 | 30 | 23 | 23 | 24 | 25 | |
Exceeded High | 16 | 20 | 24 | 22 | 27 | 20 | 26 | 20 | 20 | 19 | 13 | |
Scenario Percentage | 80% | 91% | 83% | 81% | 82% | 91% | 87% | 87% | 87% | 79% | 52% | |
Avg Max Increase | 5.67% | 5.79% | 6.08% | 6.37% | 5.83% | 7.56% | 8.60% | 10.27% | 10.53% | 8.09% | 5.56% | |
Max Increase | 12.89% | 11.31% | 11.39% | 18.27% | 20.85% | 19.87% | 27.28% | 31.53% | 23.07% | 17.35% | 10.69% | |
Avg Days To Max Increase | 17 | 13 | 22 | 17 | 19 | 17 | 19 | 15 | 18 | 13 | 11 | |
Avg Max Decline | -2.60% | -1.74% | -1.64% | -1.88% | -2.95% | -1.58% | -2.65% | -1.70% | -2.22% | -1.57% | -0.57% | |
Max Decline | -6.63% | -4.68% | -4.14% | -5.95% | -8.69% | -4.79% | -7.58% | -6.47% | -8.16% | -3.66% | -2.21% | |
Avg Days to Max Decline | 9 | 12 | 11 | 9 | 13 | 8 | 13 | 7 | 7 | 4 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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