MRCI Online
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| ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 24 | 31 | 35 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 17 | 19 | 21 | 21 | 20 | 19 | 15 | 22 | 19 | 12 | 20 | |
| Exceeded High | 13 | 14 | 21 | 18 | 15 | 12 | 12 | 14 | 13 | 10 | 10 | |
| Scenario Percentage | 76% | 74% | 100% | 86% | 75% | 63% | 80% | 64% | 68% | 83% | 50% | |
| Avg Max Increase | 5.95% | 7.00% | 7.71% | 9.25% | 9.42% | 10.25% | 11.95% | 9.87% | 10.89% | 14.17% | 6.50% | |
| Max Increase | 13.23% | 13.56% | 31.46% | 52.86% | 38.49% | 39.11% | 23.00% | 19.99% | 25.13% | 26.44% | 12.90% | |
| Avg Days To Max Increase | 19 | 20 | 16 | 16 | 17 | 19 | 16 | 16 | 17 | 11 | 7 | |
| Avg Max Decline | -2.16% | -2.15% | -2.07% | -1.57% | -2.12% | -2.09% | -1.27% | -1.52% | -4.21% | -2.14% | -1.43% | |
| Max Decline | -6.25% | -5.83% | -8.33% | -7.63% | -7.72% | -5.74% | -3.66% | -5.48% | -9.89% | -9.06% | -4.26% | |
| Avg Days to Max Decline | 10 | 11 | 10 | 7 | 9 | 12 | 4 | 9 | 9 | 6 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | 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.
