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| ScenarioSM Study for June Live Cattle(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 36 | 40 | 41 | 42 | 42 | 43 | 43 | 43 | 43 | 43 | 43 |
| Closed Higher | 22 | 17 | 19 | 23 | 29 | 28 | 29 | 24 | 24 | 24 | 21 |
| Exceeded High | 14 | 14 | 18 | 18 | 24 | 26 | 22 | 21 | 19 | 17 | 13 |
| Scenario Percentage | 64% | 82% | 95% | 78% | 83% | 93% | 76% | 88% | 79% | 71% | 62% |
| Avg Max Increase | 4.74% | 3.18% | 3.68% | 4.45% | 4.95% | 4.80% | 6.56% | 6.75% | 10.12% | 8.19% | 4.63% |
| Max Increase | 11.99% | 8.55% | 7.95% | 13.06% | 16.47% | 11.90% | 17.54% | 18.85% | 23.53% | 21.24% | 9.92% |
| Avg Days To Max Increase | 13 | 12 | 20 | 19 | 19 | 16 | 17 | 18 | 21 | 12 | 13 |
| Avg Max Decline | -1.17% | -1.33% | -1.48% | -1.15% | -1.50% | -0.93% | -1.30% | -1.39% | -1.16% | -1.22% | -1.03% |
| Max Decline | -7.20% | -3.06% | -6.27% | -3.45% | -6.05% | -3.21% | -4.47% | -4.17% | -4.02% | -6.83% | -2.99% |
| Avg Days to Max Decline | 5 | 10 | 11 | 11 | 11 | 8 | 6 | 6 | 6 | 6 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | 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.
