|
ScenarioSM Study for February Lean Hogs(CME) as of Jan 01, 2014 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 40 | 42 | 42 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 24 | 27 | 22 | 22 | 27 | 17 | 28 | 22 | 34 | 14 | 26 | |
Exceeded High | 20 | 20 | 17 | 16 | 20 | 13 | 23 | 18 | 26 | 9 | 19 | |
Scenario Percentage | 83% | 74% | 77% | 73% | 74% | 76% | 82% | 82% | 76% | 64% | 73% | |
Avg Max Increase | 6.38% | 6.57% | 9.34% | 10.53% | 7.64% | 9.77% | 8.94% | 8.94% | 7.96% | 10.14% | 4.45% | |
Max Increase | 20.61% | 24.73% | 44.63% | 33.46% | 25.43% | 15.91% | 19.64% | 21.15% | 24.91% | 17.74% | 12.03% | |
Avg Days To Max Increase | 16 | 16 | 21 | 19 | 16 | 18 | 19 | 16 | 17 | 19 | 8 | |
Avg Max Decline | -1.28% | -1.81% | -3.03% | -1.61% | -3.34% | -2.39% | -2.41% | -2.20% | -3.02% | -2.55% | -0.53% | |
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 | 12 | 8 | 9 | 9 | 7 | 8 | 9 | 4 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | No | Yes | No | Yes |
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.