MRCI Online
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| ScenarioSM Study for March Lumber(CME) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 22 | 26 | 32 | 36 | 36 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 10 | 14 | 14 | 12 | 16 | 11 | 23 | 27 | 23 | 20 | 16 | |
| Exceeded High | 8 | 10 | 11 | 9 | 9 | 11 | 20 | 23 | 20 | 15 | 5 | |
| Scenario Percentage | 80% | 71% | 79% | 75% | 56% | 100% | 87% | 85% | 87% | 75% | 31% | |
| Avg Max Increase | 8.96% | 6.31% | 5.01% | 8.53% | 9.24% | 9.07% | 9.30% | 9.78% | 13.83% | 14.14% | 12.12% | |
| Max Increase | 19.90% | 14.05% | 11.06% | 14.31% | 19.66% | 29.85% | 22.31% | 23.15% | 65.75% | 62.41% | 27.46% | |
| Avg Days To Max Increase | 10 | 16 | 16 | 19 | 14 | 16 | 19 | 18 | 19 | 10 | 9 | |
| Avg Max Decline | -0.71% | -0.94% | -2.06% | -2.10% | -1.82% | -3.18% | -2.64% | -3.89% | -3.84% | -1.54% | -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 | 5 | 8 | 8 | 15 | 10 | 10 | 12 | 11 | 5 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
