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| ScenarioSM Study for November Feeder Cattle(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 22 | 34 | 40 | 41 | 42 | 43 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 15 | 24 | 23 | 18 | 26 | 25 | 26 | 28 | 23 | 24 | 16 | |
| Exceeded High | 15 | 20 | 16 | 17 | 19 | 21 | 25 | 24 | 20 | 20 | 5 | |
| Scenario Percentage | 100% | 83% | 70% | 94% | 73% | 84% | 96% | 86% | 87% | 83% | 31% | |
| Avg Max Increase | 5.25% | 4.40% | 6.20% | 5.75% | 6.56% | 6.45% | 6.53% | 4.91% | 4.98% | 3.85% | 1.88% | |
| Max Increase | 14.30% | 16.22% | 13.46% | 23.93% | 16.07% | 18.16% | 33.08% | 12.84% | 16.13% | 10.84% | 4.36% | |
| Avg Days To Max Increase | 17 | 16 | 18 | 16 | 20 | 20 | 17 | 15 | 10 | 11 | 10 | |
| Avg Max Decline | -0.37% | -0.86% | -1.05% | -0.76% | -1.13% | -1.58% | -1.22% | -1.81% | -1.34% | -1.35% | -0.91% | |
| Max Decline | -3.05% | -3.23% | -5.05% | -1.95% | -4.15% | -6.17% | -3.99% | -6.29% | -7.19% | -8.14% | -1.65% | |
| Avg Days to Max Decline | 7 | 6 | 7 | 6 | 11 | 9 | 10 | 7 | 7 | 4 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
