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| ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 42 | 43 | 43 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 16 | 24 | 25 | 33 | 21 | 32 | 20 | 24 | 30 | 21 | 21 | |
| Exceeded High | 14 | 19 | 21 | 27 | 20 | 26 | 18 | 23 | 23 | 15 | 13 | |
| Scenario Percentage | 88% | 79% | 84% | 82% | 95% | 81% | 90% | 96% | 77% | 71% | 62% | |
| Avg Max Increase | 6.00% | 6.22% | 6.54% | 6.67% | 8.46% | 7.79% | 8.96% | 8.91% | 8.95% | 8.87% | 4.84% | |
| 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 | 23 | 19 | 18 | 15 | 19 | 17 | 18 | 19 | 7 | 7 | |
| Avg Max Decline | -1.70% | -1.73% | -1.74% | -2.76% | -1.21% | -2.20% | -2.00% | -1.62% | -2.34% | -1.31% | -0.82% | |
| Max Decline | -3.49% | -3.96% | -5.04% | -8.98% | -5.15% | -7.88% | -5.53% | -7.20% | -7.12% | -5.06% | -4.18% | |
| Avg Days to Max Decline | 8 | 14 | 8 | 11 | 6 | 11 | 7 | 7 | 13 | 3 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
