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ScenarioSM Study for April Live Cattle(CME) as of Oct 20, 2019 | ||||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 25 | 30 | 18 | 23 | 25 | 29 | 27 | 27 | 29 | 25 | |
Exceeded High | 19 | 24 | 22 | 16 | 22 | 17 | 24 | 24 | 23 | 23 | 20 | |
Scenario Percentage | 86% | 96% | 73% | 89% | 96% | 68% | 83% | 89% | 85% | 79% | 80% | |
Avg Max Increase | 4.05% | 4.59% | 3.54% | 3.24% | 3.61% | 3.98% | 5.34% | 5.27% | 7.26% | 7.40% | 5.74% | |
Max Increase | 11.22% | 24.64% | 11.79% | 10.35% | 8.55% | 12.19% | 12.39% | 15.44% | 23.63% | 23.61% | 17.27% | |
Avg Days To Max Increase | 20 | 21 | 16 | 16 | 18 | 19 | 16 | 20 | 19 | 14 | 14 | |
Avg Max Decline | -1.32% | -0.97% | -1.68% | -1.44% | -1.87% | -1.32% | -1.99% | -1.44% | -1.59% | -1.42% | -1.07% | |
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 | 7 | 9 | 17 | 12 | 10 | 10 | 13 | 9 | 7 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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