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ScenarioSM Study for April Lean Hogs(CME) as of Jan 01, 2014 | ||||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 39 | 42 | 43 | 43 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 19 | 20 | 24 | 14 | 24 | 24 | 31 | 20 | 27 | 15 | 21 | |
Exceeded High | 16 | 11 | 18 | 12 | 19 | 21 | 25 | 15 | 21 | 12 | 12 | |
Scenario Percentage | 84% | 55% | 75% | 86% | 79% | 88% | 81% | 75% | 78% | 80% | 57% | |
Avg Max Increase | 10.30% | 12.51% | 8.05% | 7.57% | 7.89% | 8.77% | 7.43% | 10.15% | 8.59% | 9.49% | 5.65% | |
Max Increase | 48.25% | 35.05% | 22.84% | 13.01% | 15.01% | 19.24% | 22.86% | 28.25% | 26.30% | 16.23% | 11.09% | |
Avg Days To Max Increase | 23 | 17 | 18 | 14 | 22 | 19 | 18 | 19 | 15 | 13 | 8 | |
Avg Max Decline | -2.09% | -1.20% | -3.57% | -2.29% | -2.11% | -1.60% | -3.27% | -1.86% | -2.31% | -1.81% | -0.88% | |
Max Decline | -7.98% | -8.14% | -7.46% | -4.33% | -5.29% | -7.71% | -8.74% | -3.97% | -8.38% | -4.81% | -1.86% | |
Avg Days to Max Decline | 8 | 9 | 10 | 8 | 10 | 10 | 10 | 8 | 8 | 5 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | No | Yes | No | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.