|
ScenarioSM Study for October Lean Hogs(CME) as of Jan 01, 2009 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 36 | 37 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 40 | |
Closed Higher | 23 | 22 | 26 | 16 | 23 | 27 | 19 | 16 | 22 | 20 | 26 | |
Exceeded High | 19 | 18 | 21 | 14 | 19 | 19 | 17 | 12 | 20 | 17 | 16 | |
Scenario Percentage | 83% | 82% | 81% | 88% | 83% | 70% | 89% | 75% | 91% | 85% | 62% | |
Avg Max Increase | 5.75% | 7.10% | 8.32% | 8.66% | 7.83% | 9.00% | 10.82% | 13.58% | 9.14% | 8.99% | 5.29% | |
Max Increase | 13.88% | 22.09% | 30.19% | 23.22% | 18.19% | 25.89% | 44.70% | 33.79% | 32.64% | 21.46% | 13.06% | |
Avg Days To Max Increase | 17 | 11 | 20 | 18 | 19 | 18 | 19 | 20 | 16 | 9 | 9 | |
Avg Max Decline | -2.90% | -1.04% | -2.57% | -2.09% | -2.09% | -1.55% | -2.69% | -2.96% | -3.97% | -1.81% | -0.76% | |
Max Decline | -9.45% | -5.79% | -6.89% | -5.75% | -9.70% | -6.61% | -14.68% | -6.03% | -13.13% | -10.53% | -2.74% | |
Avg Days to Max Decline | 12 | 5 | 12 | 9 | 8 | 6 | 9 | 13 | 10 | 3 | 3 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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 |