MRCI Online
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| ScenarioSM Study for November Lumber(CME) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 35 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 19 | 15 | 20 | 16 | 24 | 21 | 16 | 21 | 15 | 27 | |
| Exceeded High | 13 | 13 | 11 | 12 | 12 | 14 | 13 | 14 | 14 | 14 | 18 | |
| Scenario Percentage | 87% | 68% | 73% | 60% | 75% | 58% | 62% | 88% | 67% | 93% | 67% | |
| Avg Max Increase | 7.46% | 8.16% | 12.42% | 8.44% | 9.96% | 8.55% | 8.75% | 12.70% | 10.67% | 11.24% | 8.84% | |
| Max Increase | 26.02% | 53.18% | 45.39% | 30.17% | 19.63% | 16.53% | 17.38% | 23.34% | 23.29% | 31.50% | 30.42% | |
| Avg Days To Max Increase | 16 | 14 | 17 | 17 | 18 | 16 | 15 | 15 | 16 | 12 | 10 | |
| Avg Max Decline | -2.23% | -1.52% | -1.08% | -2.32% | -1.40% | -1.58% | -2.89% | -2.71% | -3.02% | -3.68% | -1.19% | |
| Max Decline | -10.93% | -5.26% | -4.26% | -9.23% | -3.65% | -6.16% | -8.08% | -7.94% | -10.83% | -8.59% | -4.45% | |
| Avg Days to Max Decline | 14 | 6 | 5 | 11 | 11 | 7 | 10 | 8 | 10 | 7 | 3 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
