MRCI Online
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| ScenarioSM Study for November Lumber(CME) as of Jan 01, 2009 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 21 | 26 | 34 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 10 | 16 | 10 | 14 | 14 | 21 | 17 | 11 | 17 | 10 | 20 | |
| Exceeded High | 9 | 11 | 6 | 8 | 11 | 11 | 11 | 9 | 11 | 9 | 12 | |
| Scenario Percentage | 90% | 69% | 60% | 57% | 79% | 52% | 65% | 82% | 65% | 90% | 60% | |
| Avg Max Increase | 8.15% | 8.60% | 12.93% | 8.15% | 10.72% | 7.62% | 8.99% | 13.04% | 8.90% | 9.56% | 10.25% | |
| Max Increase | 26.02% | 53.18% | 45.39% | 30.17% | 19.63% | 16.53% | 17.38% | 23.34% | 22.55% | 31.50% | 30.42% | |
| Avg Days To Max Increase | 18 | 12 | 18 | 17 | 19 | 15 | 14 | 12 | 12 | 12 | 10 | |
| Avg Max Decline | -2.07% | -1.40% | -1.33% | -1.62% | -1.46% | -1.33% | -2.76% | -2.38% | -3.33% | -3.46% | -0.89% | |
| Max Decline | -10.93% | -4.85% | -4.26% | -5.41% | -3.65% | -6.16% | -8.08% | -7.94% | -10.83% | -8.59% | -4.28% | |
| Avg Days to Max Decline | 11 | 5 | 6 | 9 | 12 | 6 | 8 | 9 | 9 | 6 | 2 | |
| 2008 Contract Condition | Yes | |||||||||||
| Action | No | |||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
