|
ScenarioSM Study for December Lean Hogs(CME) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 30 | 19 | 27 | 27 | 23 | 22 | 24 | 18 | 29 | 14 | 31 | |
Exceeded High | 23 | 15 | 24 | 19 | 18 | 17 | 18 | 15 | 25 | 11 | 14 | |
Scenario Percentage | 77% | 79% | 89% | 70% | 78% | 77% | 75% | 83% | 86% | 79% | 45% | |
Avg Max Increase | 7.94% | 8.91% | 7.06% | 7.32% | 10.86% | 10.43% | 8.61% | 8.95% | 8.58% | 10.95% | 5.44% | |
Max Increase | 29.22% | 24.56% | 19.08% | 25.45% | 46.99% | 33.60% | 33.21% | 19.37% | 21.17% | 19.92% | 12.68% | |
Avg Days To Max Increase | 21 | 21 | 18 | 17 | 18 | 16 | 16 | 15 | 18 | 13 | 8 | |
Avg Max Decline | -2.11% | -2.19% | -1.76% | -1.89% | -2.63% | -1.72% | -3.76% | -2.43% | -2.59% | -2.53% | -0.79% | |
Max Decline | -6.89% | -6.79% | -8.67% | -7.43% | -8.24% | -6.28% | -6.72% | -8.87% | -10.12% | -5.94% | -2.12% | |
Avg Days to Max Decline | 15 | 9 | 6 | 8 | 14 | 8 | 12 | 9 | 6 | 6 | 1 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | No | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.