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ScenarioSM Study for December Live Cattle(CME) as of Jan 01, 2018 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 39 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 23 | 25 | 23 | 22 | 21 | 24 | 27 | 19 | 24 | 26 | 27 | |
Exceeded High | 20 | 21 | 20 | 17 | 17 | 23 | 21 | 18 | 22 | 18 | 17 | |
Scenario Percentage | 87% | 84% | 87% | 77% | 81% | 96% | 78% | 95% | 92% | 69% | 63% | |
Avg Max Increase | 3.90% | 4.31% | 4.54% | 5.38% | 5.90% | 6.73% | 4.49% | 5.38% | 5.27% | 5.43% | 2.96% | |
Max Increase | 12.47% | 15.57% | 21.08% | 13.31% | 23.89% | 27.74% | 10.78% | 17.67% | 16.89% | 12.59% | 8.00% | |
Avg Days To Max Increase | 17 | 17 | 14 | 17 | 20 | 21 | 18 | 18 | 18 | 15 | 16 | |
Avg Max Decline | -1.25% | -1.13% | -1.16% | -1.59% | -1.64% | -1.46% | -2.13% | -1.70% | -1.66% | -1.27% | -1.53% | |
Max Decline | -3.07% | -4.31% | -5.65% | -7.18% | -3.67% | -6.93% | -9.56% | -7.78% | -5.36% | -2.96% | -6.01% | |
Avg Days to Max Decline | 9 | 9 | 8 | 8 | 11 | 8 | 7 | 9 | 9 | 6 | 6 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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