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| ScenarioSM Study for April Lean Hogs(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 33 | 36 | 37 | 37 | 37 | 38 | 38 | 38 | 38 | 38 | 38 |
| Closed Higher | 16 | 16 | 20 | 14 | 21 | 22 | 25 | 19 | 23 | 14 | 19 |
| Exceeded High | 14 | 8 | 16 | 12 | 17 | 19 | 22 | 14 | 18 | 11 | 10 |
| Scenario Percentage | 88% | 50% | 80% | 86% | 81% | 86% | 88% | 74% | 78% | 79% | 53% |
| Avg Max Increase | 10.41% | 15.09% | 8.53% | 7.57% | 7.80% | 9.18% | 7.31% | 9.93% | 9.73% | 9.74% | 6.28% |
| Max Increase | 48.25% | 35.05% | 22.84% | 13.01% | 15.01% | 19.24% | 22.86% | 28.24% | 26.30% | 16.23% | 11.09% |
| Avg Days To Max Increase | 22 | 17 | 17 | 14 | 22 | 19 | 17 | 19 | 16 | 13 | 8 |
| Avg Max Decline | -2.03% | -1.19% | -3.52% | -2.29% | -2.10% | -1.51% | -3.33% | -1.79% | -2.43% | -1.59% | -0.95% |
| Max Decline | -7.98% | -8.14% | -7.46% | -4.33% | -5.29% | -7.71% | -8.74% | -3.97% | -8.38% | -3.91% | -1.86% |
| Avg Days to Max Decline | 8 | 10 | 10 | 8 | 11 | 10 | 9 | 8 | 8 | 5 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
