|
ScenarioSM Study for October 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 43 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 29 | 32 | 32 | 25 | 24 | 25 | 20 | 25 | 29 | 20 | 27 | |
Exceeded High | 27 | 27 | 28 | 20 | 21 | 18 | 17 | 24 | 26 | 18 | 20 | |
Scenario Percentage | 93% | 84% | 88% | 80% | 88% | 72% | 85% | 96% | 90% | 90% | 74% | |
Avg Max Increase | 3.70% | 4.93% | 3.97% | 4.72% | 5.23% | 5.98% | 6.87% | 6.88% | 4.82% | 6.74% | 4.52% | |
Max Increase | 9.11% | 14.10% | 11.76% | 14.08% | 20.35% | 13.11% | 21.44% | 27.14% | 13.64% | 25.05% | 18.26% | |
Avg Days To Max Increase | 20 | 18 | 16 | 18 | 17 | 16 | 18 | 15 | 15 | 14 | 17 | |
Avg Max Decline | -1.20% | -0.47% | -1.26% | -1.16% | -1.31% | -1.26% | -1.94% | -1.88% | -2.13% | -1.54% | -0.63% | |
Max Decline | -3.97% | -1.65% | -4.11% | -5.63% | -5.37% | -7.13% | -4.03% | -10.28% | -8.40% | -6.73% | -3.21% | |
Avg Days to Max Decline | 9 | 9 | 8 | 8 | 7 | 7 | 11 | 9 | 6 | 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 | Yes |
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 |