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ScenarioSM Study for December Lean Hogs(CME) as of Jan 01, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 31 | 19 | 25 | 26 | 22 | 21 | 23 | 18 | 30 | 15 | 30 | |
Exceeded High | 24 | 14 | 22 | 18 | 17 | 16 | 17 | 15 | 26 | 12 | 13 | |
Scenario Percentage | 77% | 74% | 88% | 69% | 77% | 76% | 74% | 83% | 87% | 80% | 43% | |
Avg Max Increase | 6.56% | 8.20% | 6.55% | 6.13% | 8.66% | 9.08% | 8.83% | 9.29% | 8.83% | 10.47% | 5.11% | |
Max Increase | 23.87% | 24.56% | 18.18% | 11.35% | 30.02% | 31.85% | 33.21% | 19.38% | 21.17% | 19.92% | 12.68% | |
Avg Days To Max Increase | 21 | 21 | 17 | 16 | 16 | 15 | 16 | 16 | 18 | 13 | 8 | |
Avg Max Decline | -2.15% | -2.28% | -1.44% | -1.82% | -2.74% | -1.49% | -3.67% | -2.68% | -2.83% | -2.95% | -0.86% | |
Max Decline | -6.89% | -6.79% | -7.83% | -7.42% | -8.24% | -4.98% | -6.72% | -8.87% | -11.48% | -7.61% | -2.12% | |
Avg Days to Max Decline | 15 | 10 | 6 | 7 | 14 | 6 | 13 | 13 | 6 | 6 | 1 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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