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| ScenarioSM Study for February Live Cattle(CME) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 22 | 22 | 29 | 31 | 19 | 27 | 26 | 27 | 27 | 26 | |
| Exceeded High | 18 | 17 | 19 | 27 | 23 | 17 | 25 | 16 | 23 | 24 | 19 | |
| Scenario Percentage | 90% | 77% | 86% | 93% | 74% | 89% | 93% | 62% | 85% | 89% | 73% | |
| Avg Max Increase | 4.91% | 5.48% | 5.75% | 5.96% | 3.95% | 4.40% | 4.44% | 4.52% | 5.95% | 7.80% | 4.55% | |
| Max Increase | 20.95% | 13.59% | 24.14% | 28.67% | 14.74% | 14.40% | 14.77% | 9.77% | 14.42% | 23.28% | 8.94% | |
| Avg Days To Max Increase | 15 | 18 | 23 | 20 | 18 | 15 | 21 | 18 | 18 | 16 | 16 | |
| Avg Max Decline | -0.83% | -0.97% | -1.52% | -1.33% | -2.13% | -1.26% | -1.83% | -1.39% | -1.96% | -1.36% | -0.89% | |
| Max Decline | -2.14% | -3.30% | -4.69% | -5.28% | -8.02% | -3.25% | -8.32% | -3.73% | -7.80% | -3.89% | -4.16% | |
| Avg Days to Max Decline | 6 | 11 | 13 | 10 | 12 | 10 | 14 | 10 | 7 | 12 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
