|
ScenarioSM Study for October Live Cattle(CME) as of Jan 01, 2010 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 40 | 43 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 27 | 30 | 30 | 24 | 21 | 27 | 21 | 21 | 27 | 21 | 25 |
Exceeded High | 25 | 26 | 26 | 18 | 18 | 20 | 19 | 20 | 24 | 17 | 18 |
Scenario Percentage | 93% | 87% | 87% | 75% | 86% | 74% | 90% | 95% | 89% | 81% | 72% |
Avg Max Increase | 3.47% | 4.89% | 4.25% | 4.96% | 5.68% | 5.92% | 5.63% | 7.17% | 4.85% | 6.81% | 4.46% |
Max Increase | 9.11% | 14.10% | 14.44% | 14.08% | 20.35% | 13.11% | 21.44% | 27.14% | 13.64% | 25.05% | 18.26% |
Avg Days To Max Increase | 19 | 17 | 16 | 19 | 18 | 14 | 15 | 14 | 15 | 13 | 16 |
Avg Max Decline | -1.01% | -0.49% | -1.20% | -1.14% | -1.37% | -1.20% | -1.85% | -1.81% | -1.85% | -1.49% | -0.67% |
Max Decline | -3.69% | -1.68% | -4.11% | -5.63% | -5.37% | -7.13% | -4.03% | -10.28% | -8.40% | -6.73% | -3.21% |
Avg Days to Max Decline | 11 | 9 | 6 | 7 | 6 | 8 | 10 | 8 | 5 | 9 | 4 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | Yes | No |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |