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ScenarioSM Study for January Feeder Cattle(CME) as of Jan 01, 2019 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 22 | 33 | 34 | 38 | 38 | 39 | 41 | 41 | 41 | 41 | 41 | |
Closed Higher | 13 | 15 | 22 | 23 | 24 | 28 | 19 | 22 | 15 | 24 | 23 | |
Exceeded High | 11 | 14 | 18 | 20 | 23 | 22 | 17 | 20 | 12 | 20 | 19 | |
Scenario Percentage | 85% | 93% | 82% | 87% | 96% | 79% | 89% | 91% | 80% | 83% | 83% | |
Avg Max Increase | 7.41% | 6.48% | 5.20% | 4.84% | 4.80% | 4.48% | 4.13% | 4.72% | 3.98% | 4.49% | 3.12% | |
Max Increase | 23.34% | 23.36% | 15.37% | 12.51% | 10.16% | 9.97% | 15.07% | 12.29% | 8.07% | 10.33% | 7.28% | |
Avg Days To Max Increase | 17 | 16 | 19 | 20 | 17 | 17 | 12 | 18 | 14 | 17 | 15 | |
Avg Max Decline | -0.79% | -1.23% | -0.86% | -2.40% | -1.24% | -1.78% | -1.20% | -1.59% | -1.48% | -1.94% | -0.73% | |
Max Decline | -4.25% | -7.28% | -3.95% | -11.41% | -5.98% | -5.68% | -5.73% | -7.29% | -4.34% | -5.38% | -2.57% | |
Avg Days to Max Decline | 5 | 10 | 12 | 10 | 7 | 9 | 8 | 9 | 9 | 10 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.