MRCI Online
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| ScenarioSM Study for May 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 18 | 27 | 31 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | 34 |
| Closed Higher | 6 | 12 | 15 | 12 | 20 | 25 | 24 | 21 | 15 | 15 | 15 |
| Exceeded High | 3 | 8 | 11 | 11 | 16 | 20 | 23 | 16 | 10 | 11 | 9 |
| Scenario Percentage | 50% | 67% | 73% | 92% | 80% | 80% | 96% | 76% | 67% | 73% | 60% |
| Avg Max Increase | 2.11% | 8.52% | 7.54% | 9.62% | 7.14% | 8.94% | 10.79% | 12.28% | 10.82% | 12.84% | 8.62% |
| Max Increase | 2.66% | 16.32% | 21.81% | 26.86% | 16.86% | 15.19% | 50.87% | 58.10% | 23.49% | 47.03% | 17.51% |
| Avg Days To Max Increase | 13 | 20 | 13 | 15 | 21 | 19 | 18 | 15 | 20 | 12 | 11 |
| Avg Max Decline | -0.36% | -1.54% | -1.28% | -2.48% | -1.54% | -3.28% | -3.44% | -2.07% | -3.34% | -2.12% | -1.31% |
| Max Decline | -0.47% | -3.87% | -4.77% | -6.48% | -5.18% | -8.19% | -13.01% | -9.52% | -7.87% | -6.87% | -3.43% |
| Avg Days to Max Decline | 1 | 10 | 11 | 8 | 7 | 12 | 11 | 8 | 12 | 7 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
