MRCI Online
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| ScenarioSM Study for March Lumber(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Feb | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 19 | 23 | 29 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 34 |
| Closed Higher | 8 | 11 | 12 | 12 | 16 | 11 | 22 | 25 | 23 | 19 | 14 |
| Exceeded High | 6 | 8 | 10 | 9 | 9 | 11 | 19 | 22 | 20 | 14 | 5 |
| Scenario Percentage | 75% | 73% | 83% | 75% | 56% | 100% | 86% | 88% | 87% | 74% | 36% |
| Avg Max Increase | 7.90% | 4.95% | 5.02% | 8.53% | 9.24% | 9.07% | 8.80% | 10.15% | 13.83% | 14.19% | 12.12% |
| Max Increase | 14.95% | 11.35% | 11.06% | 14.31% | 19.66% | 29.85% | 22.31% | 23.15% | 65.75% | 62.41% | 27.46% |
| Avg Days To Max Increase | 11 | 16 | 17 | 19 | 14 | 16 | 20 | 19 | 19 | 11 | 9 |
| Avg Max Decline | -0.66% | -0.75% | -2.19% | -2.10% | -1.82% | -3.18% | -2.67% | -3.90% | -3.84% | -1.78% | -1.85% |
| Max Decline | -3.19% | -4.45% | -8.90% | -5.45% | -6.23% | -8.87% | -7.40% | -11.42% | -10.84% | -6.62% | -4.66% |
| Avg Days to Max Decline | 3 | 6 | 8 | 8 | 15 | 10 | 10 | 13 | 11 | 5 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
