|
ScenarioSM Study for June 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 | 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 | 23 | 30 | 27 | 34 | 22 | 30 | 24 | 23 | 23 | 25 | |
Exceeded High | 16 | 21 | 25 | 22 | 28 | 20 | 26 | 21 | 19 | 18 | 13 | |
Scenario Percentage | 80% | 91% | 83% | 81% | 82% | 91% | 87% | 88% | 83% | 78% | 52% | |
Avg Max Increase | 5.67% | 5.70% | 5.94% | 6.37% | 6.04% | 8.53% | 9.13% | 10.37% | 9.93% | 8.14% | 5.56% | |
Max Increase | 12.89% | 11.31% | 11.39% | 18.27% | 20.85% | 24.60% | 27.28% | 31.53% | 23.07% | 17.35% | 10.69% | |
Avg Days To Max Increase | 17 | 13 | 22 | 17 | 19 | 18 | 20 | 16 | 18 | 13 | 11 | |
Avg Max Decline | -2.60% | -1.97% | -1.89% | -1.88% | -2.98% | -1.48% | -2.48% | -1.80% | -2.27% | -1.70% | -0.57% | |
Max Decline | -6.63% | -6.57% | -7.73% | -5.95% | -8.69% | -4.79% | -7.58% | -6.47% | -8.16% | -3.66% | -2.21% | |
Avg Days to Max Decline | 9 | 12 | 12 | 9 | 13 | 8 | 11 | 7 | 7 | 4 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Not Yet |
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