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| ScenarioSM Study for August Lean Hogs(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 29 | 32 | 32 | 25 | 29 | 26 | 23 | 30 | 22 | 19 | 26 | |
| Exceeded High | 23 | 28 | 25 | 23 | 25 | 20 | 20 | 22 | 18 | 14 | 19 | |
| Scenario Percentage | 79% | 88% | 78% | 92% | 86% | 77% | 87% | 73% | 82% | 74% | 73% | |
| Avg Max Increase | 6.09% | 6.20% | 5.36% | 6.82% | 8.34% | 11.28% | 8.98% | 9.00% | 7.41% | 6.96% | 5.08% | |
| Max Increase | 15.73% | 17.68% | 16.75% | 16.34% | 27.30% | 31.05% | 17.33% | 29.30% | 33.47% | 23.24% | 13.42% | |
| Avg Days To Max Increase | 21 | 19 | 19 | 18 | 21 | 19 | 20 | 18 | 14 | 11 | 9 | |
| Avg Max Decline | -1.32% | -1.62% | -2.14% | -1.19% | -2.13% | -1.65% | -2.24% | -2.29% | -2.92% | -2.78% | -0.40% | |
| Max Decline | -4.06% | -4.26% | -8.50% | -5.81% | -7.70% | -4.70% | -9.25% | -7.54% | -11.11% | -6.47% | -2.54% | |
| Avg Days to Max Decline | 12 | 9 | 12 | 9 | 12 | 8 | 8 | 10 | 10 | 9 | 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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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
