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| ScenarioSM Study for April 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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 28 | 31 | 20 | 23 | 25 | 30 | 28 | 29 | 26 | 26 | |
| Exceeded High | 18 | 26 | 23 | 17 | 22 | 17 | 25 | 26 | 23 | 21 | 21 | |
| Scenario Percentage | 86% | 93% | 74% | 85% | 96% | 68% | 83% | 93% | 79% | 81% | 81% | |
| Avg Max Increase | 5.31% | 5.46% | 3.61% | 3.45% | 3.54% | 4.00% | 5.87% | 6.21% | 7.53% | 7.33% | 5.02% | |
| Max Increase | 22.82% | 28.72% | 11.79% | 10.35% | 8.50% | 9.13% | 15.90% | 15.44% | 23.63% | 23.61% | 17.27% | |
| Avg Days To Max Increase | 22 | 21 | 15 | 16 | 20 | 20 | 16 | 20 | 19 | 13 | 13 | |
| Avg Max Decline | -1.19% | -0.98% | -1.63% | -1.38% | -1.98% | -1.31% | -1.87% | -1.29% | -1.68% | -1.38% | -0.93% | |
| Max Decline | -3.66% | -3.41% | -7.69% | -3.52% | -8.67% | -3.62% | -6.20% | -3.48% | -4.87% | -4.16% | -2.90% | |
| Avg Days to Max Decline | 10 | 9 | 8 | 16 | 13 | 10 | 10 | 12 | 9 | 7 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
