|
ScenarioSM Study for June Live Cattle(CME) as of Jan 01, 2015 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 28 | 21 | 22 | 26 | 31 | 30 | 30 | 25 | 23 | 24 | 20 | |
Exceeded High | 19 | 17 | 20 | 21 | 27 | 29 | 24 | 21 | 18 | 17 | 13 | |
Scenario Percentage | 68% | 81% | 91% | 81% | 87% | 97% | 80% | 84% | 78% | 71% | 65% | |
Avg Max Increase | 4.15% | 3.30% | 3.61% | 3.93% | 4.82% | 4.73% | 6.00% | 6.36% | 8.82% | 7.41% | 5.32% | |
Max Increase | 11.99% | 8.55% | 7.95% | 9.43% | 16.47% | 11.90% | 17.54% | 18.85% | 23.53% | 21.24% | 11.83% | |
Avg Days To Max Increase | 15 | 14 | 19 | 19 | 19 | 17 | 18 | 17 | 18 | 12 | 15 | |
Avg Max Decline | -1.22% | -1.34% | -1.50% | -1.21% | -1.68% | -0.98% | -1.44% | -1.49% | -1.37% | -1.32% | -1.26% | |
Max Decline | -7.20% | -3.06% | -6.27% | -3.45% | -6.05% | -3.21% | -4.47% | -4.17% | -4.02% | -6.83% | -3.65% | |
Avg Days to Max Decline | 5 | 13 | 10 | 12 | 11 | 9 | 8 | 6 | 7 | 7 | 3 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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