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ScenarioSM Study for June Lean Hogs(CME) as of Jul 19, 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 | 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 | 24 | 29 | 26 | 32 | 21 | 30 | 23 | 24 | 23 | 25 | |
Exceeded High | 16 | 22 | 24 | 22 | 27 | 18 | 26 | 21 | 20 | 18 | 13 | |
Scenario Percentage | 80% | 92% | 83% | 85% | 84% | 86% | 87% | 91% | 83% | 78% | 52% | |
Avg Max Increase | 5.20% | 5.52% | 5.94% | 5.49% | 5.42% | 8.13% | 8.48% | 10.10% | 9.66% | 7.65% | 5.05% | |
Max Increase | 12.89% | 11.31% | 11.39% | 12.62% | 17.51% | 24.60% | 27.28% | 31.53% | 23.07% | 17.35% | 8.27% | |
Avg Days To Max Increase | 16 | 14 | 22 | 16 | 18 | 19 | 19 | 16 | 19 | 14 | 10 | |
Avg Max Decline | -2.38% | -1.83% | -1.90% | -2.02% | -2.83% | -1.49% | -2.71% | -1.82% | -2.51% | -1.76% | -0.54% | |
Max Decline | -6.15% | -6.57% | -7.73% | -5.95% | -6.96% | -4.79% | -7.58% | -6.47% | -8.16% | -3.66% | -2.21% | |
Avg Days to Max Decline | 9 | 11 | 12 | 11 | 13 | 8 | 12 | 8 | 7 | 4 | 2 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | 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.