|
ScenarioSM Study for October Live Cattle(CME) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 31 | 30 | 26 | 24 | 25 | 21 | 24 | 28 | 19 | 25 | |
Exceeded High | 26 | 26 | 26 | 21 | 21 | 18 | 17 | 23 | 25 | 18 | 18 | |
Scenario Percentage | 90% | 84% | 87% | 81% | 88% | 72% | 81% | 96% | 89% | 95% | 72% | |
Avg Max Increase | 3.65% | 4.63% | 4.10% | 4.61% | 5.27% | 5.98% | 6.74% | 7.16% | 4.79% | 6.74% | 4.77% | |
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 | 17 | 18 | 18 | 16 | 17 | 16 | 15 | 14 | 17 | |
Avg Max Decline | -1.26% | -0.56% | -1.33% | -1.15% | -1.48% | -1.26% | -1.79% | -1.94% | -2.21% | -1.54% | -0.65% | |
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 | 7 | 8 | 7 | 9 | 9 | 6 | 11 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | No |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.