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| ScenarioSM Study for February Lean Hogs(CME) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 29 | 24 | 24 | 26 | 19 | 28 | 24 | 33 | 15 | 26 | |
| Exceeded High | 21 | 23 | 19 | 17 | 19 | 15 | 23 | 19 | 24 | 10 | 18 | |
| Scenario Percentage | 84% | 79% | 79% | 71% | 73% | 79% | 82% | 79% | 73% | 67% | 69% | |
| Avg Max Increase | 6.23% | 6.36% | 9.01% | 10.46% | 7.73% | 8.76% | 8.67% | 9.62% | 7.91% | 9.82% | 4.31% | |
| Max Increase | 20.61% | 24.73% | 44.63% | 33.46% | 25.43% | 15.91% | 19.64% | 21.88% | 25.48% | 17.74% | 11.94% | |
| Avg Days To Max Increase | 15 | 16 | 22 | 19 | 16 | 17 | 19 | 17 | 16 | 19 | 8 | |
| Avg Max Decline | -1.29% | -1.68% | -2.98% | -1.47% | -3.30% | -2.39% | -2.38% | -2.32% | -2.87% | -3.02% | -0.65% | |
| 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 | 5 | 9 | 14 | 7 | 9 | 9 | 6 | 7 | 7 | 5 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | No | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
