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| ScenarioSM Study for August Live Cattle(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 43 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 22 | 28 | 31 | 26 | 21 | 22 | 25 | 19 | 24 | 25 | |
| Exceeded High | 19 | 18 | 27 | 29 | 21 | 18 | 19 | 19 | 16 | 22 | 20 | |
| Scenario Percentage | 90% | 82% | 96% | 94% | 81% | 86% | 86% | 76% | 84% | 92% | 80% | |
| Avg Max Increase | 2.95% | 3.67% | 4.41% | 4.52% | 4.16% | 5.55% | 7.49% | 6.73% | 8.00% | 7.06% | 4.31% | |
| Max Increase | 6.97% | 8.67% | 19.17% | 12.63% | 14.13% | 15.89% | 22.50% | 20.21% | 16.21% | 25.20% | 9.32% | |
| Avg Days To Max Increase | 19 | 16 | 18 | 16 | 17 | 18 | 19 | 15 | 21 | 15 | 14 | |
| Avg Max Decline | -1.62% | -0.82% | -1.35% | -0.81% | -1.23% | -1.58% | -1.34% | -1.54% | -2.28% | -1.78% | -1.00% | |
| Max Decline | -6.31% | -3.36% | -4.06% | -4.32% | -3.95% | -6.96% | -4.08% | -5.48% | -5.01% | -5.02% | -3.43% | |
| Avg Days to Max Decline | 10 | 7 | 7 | 8 | 8 | 7 | 6 | 8 | 14 | 11 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
