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| ScenarioSM Study for August 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 37 | 39 | 40 | 42 | 42 | 42 | 43 | 43 | 43 | 43 | 43 |
| Closed Higher | 17 | 19 | 26 | 28 | 25 | 20 | 23 | 24 | 20 | 18 | 24 |
| Exceeded High | 16 | 15 | 25 | 27 | 20 | 17 | 20 | 19 | 17 | 17 | 19 |
| Scenario Percentage | 94% | 79% | 96% | 96% | 80% | 85% | 87% | 79% | 85% | 94% | 79% |
| Avg Max Increase | 2.80% | 3.59% | 4.17% | 4.51% | 4.70% | 6.08% | 8.28% | 6.67% | 6.61% | 7.43% | 4.04% |
| Max Increase | 5.28% | 8.67% | 19.17% | 12.63% | 16.50% | 15.89% | 22.50% | 20.21% | 16.21% | 25.20% | 9.32% |
| Avg Days To Max Increase | 18 | 15 | 17 | 15 | 16 | 19 | 22 | 14 | 18 | 13 | 14 |
| Avg Max Decline | -1.66% | -0.81% | -1.13% | -0.81% | -1.16% | -1.04% | -1.21% | -1.52% | -1.97% | -1.56% | -0.99% |
| Max Decline | -6.31% | -3.36% | -3.71% | -4.32% | -3.95% | -3.09% | -4.08% | -5.48% | -5.01% | -5.02% | -3.43% |
| Avg Days to Max Decline | 11 | 8 | 8 | 7 | 6 | 5 | 7 | 9 | 13 | 9 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | No | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
