|
ScenarioSM Study for July 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 36 | 37 | 37 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | 38 |
Closed Higher | 14 | 21 | 22 | 27 | 20 | 28 | 18 | 22 | 27 | 18 | 18 |
Exceeded High | 12 | 16 | 18 | 23 | 19 | 23 | 16 | 21 | 22 | 13 | 11 |
Scenario Percentage | 86% | 76% | 82% | 85% | 95% | 82% | 89% | 95% | 81% | 72% | 61% |
Avg Max Increase | 6.33% | 6.38% | 6.79% | 6.92% | 8.32% | 8.30% | 9.23% | 9.51% | 8.90% | 9.17% | 5.74% |
Max Increase | 10.45% | 13.34% | 17.73% | 21.48% | 28.70% | 25.16% | 19.41% | 20.92% | 30.50% | 30.02% | 10.69% |
Avg Days To Max Increase | 14 | 24 | 19 | 17 | 14 | 19 | 18 | 18 | 19 | 8 | 9 |
Avg Max Decline | -1.58% | -1.57% | -1.85% | -2.55% | -1.20% | -2.29% | -1.74% | -1.71% | -2.30% | -1.41% | -0.86% |
Max Decline | -3.23% | -3.96% | -5.04% | -8.99% | -5.15% | -7.88% | -5.44% | -7.20% | -7.12% | -5.05% | -4.18% |
Avg Days to Max Decline | 8 | 15 | 8 | 10 | 7 | 10 | 6 | 8 | 13 | 4 | 3 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No |
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 |