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ScenarioSM Study for February Live Cattle(CME) as of Jan 01, 2014 | ||||||||||||
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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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
Tested Years | 39 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 22 | 23 | 28 | 29 | 18 | 27 | 25 | 27 | 27 | 27 | |
Exceeded High | 17 | 17 | 20 | 26 | 21 | 16 | 25 | 15 | 24 | 24 | 20 | |
Scenario Percentage | 89% | 77% | 87% | 93% | 72% | 89% | 93% | 60% | 89% | 89% | 74% | |
Avg Max Increase | 4.91% | 5.17% | 5.24% | 5.99% | 3.95% | 4.49% | 4.53% | 5.07% | 5.84% | 7.67% | 4.54% | |
Max Increase | 20.95% | 13.59% | 24.14% | 28.67% | 14.74% | 14.40% | 14.77% | 9.77% | 14.42% | 23.28% | 8.94% | |
Avg Days To Max Increase | 15 | 17 | 21 | 19 | 17 | 15 | 21 | 18 | 17 | 16 | 16 | |
Avg Max Decline | -0.80% | -0.99% | -1.42% | -1.27% | -2.01% | -1.25% | -1.84% | -1.35% | -1.81% | -1.45% | -0.81% | |
Max Decline | -2.14% | -3.30% | -4.69% | -5.28% | -8.02% | -3.25% | -8.32% | -3.73% | -7.80% | -3.89% | -4.16% | |
Avg Days to Max Decline | 6 | 11 | 12 | 9 | 12 | 9 | 13 | 9 | 7 | 12 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.