|
ScenarioSM Study for February Lean Hogs(CME) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
Tested Years | 37 | 39 | 39 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
Closed Higher | 22 | 26 | 21 | 19 | 24 | 17 | 26 | 21 | 31 | 13 | 23 | |
Exceeded High | 18 | 20 | 16 | 13 | 18 | 13 | 22 | 17 | 25 | 8 | 16 | |
Scenario Percentage | 82% | 77% | 76% | 68% | 75% | 76% | 85% | 81% | 81% | 62% | 70% | |
Avg Max Increase | 6.77% | 6.57% | 9.57% | 11.70% | 8.07% | 9.77% | 9.23% | 9.21% | 7.66% | 9.93% | 4.57% | |
Max Increase | 20.61% | 24.73% | 44.63% | 33.46% | 25.43% | 15.91% | 19.64% | 21.15% | 24.91% | 17.40% | 12.03% | |
Avg Days To Max Increase | 16 | 16 | 21 | 19 | 16 | 18 | 20 | 16 | 16 | 19 | 7 | |
Avg Max Decline | -1.34% | -1.81% | -3.07% | -1.48% | -3.46% | -2.39% | -2.44% | -2.20% | -3.06% | -2.45% | -0.42% | |
Max Decline | -6.86% | -6.80% | -13.45% | -5.74% | -7.58% | -5.21% | -7.32% | -10.34% | -7.69% | -5.97% | -2.10% | |
Avg Days to Max Decline | 6 | 10 | 11 | 8 | 9 | 9 | 8 | 8 | 9 | 4 | 2 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | No | Yes | Yes | Yes | Not Yet |
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