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ScenarioSM Study for August Feeder Cattle(CME) as of Dec 30, 2016 | ||||||||||||
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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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 17 | 37 | 41 | 42 | 42 | 44 | 44 | 45 | 45 | 45 | 45 | |
Closed Higher | 9 | 15 | 24 | 27 | 28 | 25 | 21 | 27 | 26 | 26 | 27 | |
Exceeded High | 8 | 9 | 21 | 26 | 24 | 18 | 18 | 22 | 20 | 24 | 21 | |
Scenario Percentage | 89% | 60% | 88% | 96% | 86% | 72% | 86% | 81% | 77% | 92% | 78% | |
Avg Max Increase | 4.26% | 4.30% | 4.48% | 5.07% | 5.00% | 6.72% | 6.37% | 6.30% | 7.07% | 5.87% | 3.94% | |
Max Increase | 7.56% | 9.20% | 11.09% | 15.56% | 16.73% | 17.28% | 24.60% | 17.35% | 14.63% | 11.04% | 13.56% | |
Avg Days To Max Increase | 18 | 19 | 20 | 16 | 16 | 17 | 20 | 20 | 19 | 16 | 15 | |
Avg Max Decline | -1.21% | -1.29% | -1.17% | -0.81% | -1.32% | -1.40% | -1.44% | -1.42% | -1.72% | -1.25% | -0.97% | |
Max Decline | -2.86% | -3.21% | -4.34% | -5.57% | -4.41% | -5.00% | -5.63% | -5.22% | -7.20% | -4.71% | -2.83% | |
Avg Days to Max Decline | 11 | 8 | 9 | 9 | 8 | 6 | 12 | 11 | 8 | 6 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.