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| ScenarioSM Study for August Live Cattle(CME) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 25 | 30 | 31 | 23 | 25 | 21 | 22 | 18 | 24 | 26 | |
| Exceeded High | 20 | 21 | 29 | 29 | 20 | 21 | 18 | 18 | 16 | 23 | 20 | |
| Scenario Percentage | 91% | 84% | 97% | 94% | 87% | 84% | 86% | 82% | 89% | 96% | 77% | |
| Avg Max Increase | 3.22% | 3.48% | 3.31% | 3.31% | 3.52% | 5.40% | 5.95% | 5.16% | 6.71% | 5.85% | 4.29% | |
| Max Increase | 6.97% | 8.71% | 9.85% | 10.85% | 7.19% | 17.33% | 19.44% | 12.46% | 15.62% | 21.50% | 8.15% | |
| Avg Days To Max Increase | 18 | 16 | 16 | 15 | 19 | 18 | 17 | 13 | 20 | 17 | 16 | |
| Avg Max Decline | -1.67% | -0.83% | -1.49% | -0.99% | -1.30% | -1.67% | -1.48% | -1.85% | -2.15% | -2.11% | -0.99% | |
| Max Decline | -6.61% | -3.36% | -4.06% | -2.91% | -3.95% | -6.96% | -3.71% | -6.15% | -6.04% | -5.02% | -3.43% | |
| Avg Days to Max Decline | 9 | 8 | 8 | 9 | 12 | 8 | 9 | 9 | 13 | 11 | 3 | |
| 2023 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.
