|
ScenarioSM Study for June 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 41 | 42 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 22 | 17 | 28 | 24 | 34 | 22 | 31 | 20 | 24 | 25 | 25 | |
Exceeded High | 17 | 16 | 21 | 19 | 28 | 21 | 25 | 19 | 22 | 19 | 12 | |
Scenario Percentage | 77% | 94% | 75% | 79% | 82% | 95% | 81% | 95% | 92% | 76% | 48% | |
Avg Max Increase | 7.14% | 6.01% | 6.18% | 6.86% | 6.86% | 8.80% | 8.11% | 8.75% | 10.07% | 8.06% | 5.75% | |
Max Increase | 20.43% | 10.89% | 11.38% | 18.26% | 21.48% | 29.71% | 25.88% | 19.19% | 23.06% | 17.35% | 10.69% | |
Avg Days To Max Increase | 17 | 12 | 22 | 16 | 19 | 17 | 19 | 16 | 18 | 13 | 11 | |
Avg Max Decline | -2.91% | -1.64% | -1.92% | -1.77% | -2.95% | -1.45% | -2.63% | -1.94% | -2.00% | -1.58% | -0.50% | |
Max Decline | -7.45% | -4.09% | -7.01% | -5.95% | -8.69% | -4.80% | -7.58% | -6.47% | -8.16% | -4.44% | -2.21% | |
Avg Days to Max Decline | 8 | 8 | 14 | 9 | 12 | 7 | 13 | 8 | 6 | 3 | 2 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |