MRCI Online
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| ScenarioSM Study for July Lumber(CME) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 24 | 31 | 36 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 9 | 14 | 22 | 27 | 24 | 22 | 18 | 19 | 17 | 21 | 17 | |
| Exceeded High | 5 | 13 | 18 | 21 | 23 | 19 | 15 | 13 | 12 | 13 | 6 | |
| Scenario Percentage | 56% | 93% | 82% | 78% | 96% | 86% | 83% | 68% | 71% | 62% | 35% | |
| Avg Max Increase | 10.92% | 8.89% | 6.76% | 7.20% | 9.56% | 9.53% | 9.52% | 13.49% | 15.03% | 8.96% | 5.06% | |
| Max Increase | 23.27% | 25.83% | 14.46% | 13.94% | 40.42% | 55.50% | 33.07% | 54.48% | 29.87% | 26.23% | 9.22% | |
| Avg Days To Max Increase | 19 | 14 | 20 | 21 | 18 | 18 | 17 | 19 | 19 | 12 | 8 | |
| Avg Max Decline | -1.05% | -1.66% | -2.19% | -3.00% | -2.82% | -2.26% | -2.48% | -2.25% | -1.93% | -1.81% | -1.74% | |
| Max Decline | -3.23% | -3.50% | -7.04% | -8.09% | -11.69% | -8.53% | -7.31% | -7.28% | -3.69% | -9.18% | -4.12% | |
| Avg Days to Max Decline | 12 | 8 | 11 | 12 | 9 | 10 | 9 | 14 | 6 | 4 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
