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ScenarioSM Study for October Live Cattle(CME) as of Jan 01, 2019 | ||||||||||||
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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 | 30 | 29 | 27 | 24 | 25 | 19 | 23 | 27 | 18 | 26 | |
Exceeded High | 26 | 25 | 26 | 21 | 21 | 17 | 15 | 22 | 24 | 17 | 20 | |
Scenario Percentage | 90% | 83% | 90% | 78% | 88% | 68% | 79% | 96% | 89% | 94% | 77% | |
Avg Max Increase | 3.55% | 4.18% | 4.00% | 5.17% | 5.58% | 5.46% | 5.92% | 6.32% | 4.69% | 6.73% | 4.87% | |
Max Increase | 9.11% | 9.77% | 11.76% | 15.73% | 20.35% | 13.11% | 12.73% | 20.78% | 13.64% | 25.05% | 18.26% | |
Avg Days To Max Increase | 20 | 18 | 17 | 18 | 17 | 14 | 17 | 17 | 15 | 14 | 18 | |
Avg Max Decline | -1.35% | -0.60% | -1.23% | -1.14% | -1.52% | -1.43% | -1.82% | -2.22% | -2.26% | -1.53% | -0.73% | |
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 | 10 | 8 | 7 | 8 | 8 | 9 | 10 | 7 | 11 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | No | Yes | Yes |
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