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ScenarioSM Study for January Lumber(CME) as of Jan 01, 2014 | ||||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 26 | 28 | 36 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
Closed Higher | 13 | 14 | 17 | 19 | 17 | 13 | 18 | 11 | 26 | 30 | 23 | |
Exceeded High | 9 | 9 | 13 | 12 | 12 | 10 | 9 | 10 | 21 | 22 | 13 | |
Scenario Percentage | 69% | 64% | 76% | 63% | 71% | 77% | 50% | 91% | 81% | 73% | 57% | |
Avg Max Increase | 9.30% | 10.12% | 8.46% | 7.66% | 5.75% | 10.57% | 8.51% | 12.21% | 11.79% | 9.60% | 5.73% | |
Max Increase | 46.82% | 27.49% | 24.50% | 13.86% | 12.69% | 16.20% | 19.41% | 35.46% | 29.17% | 27.14% | 12.64% | |
Avg Days To Max Increase | 17 | 18 | 13 | 16 | 15 | 15 | 11 | 15 | 20 | 11 | 8 | |
Avg Max Decline | -0.92% | -1.19% | -1.45% | -1.35% | -2.72% | -2.15% | -2.52% | -3.32% | -3.57% | -4.02% | -1.03% | |
Max Decline | -5.98% | -3.21% | -5.07% | -5.15% | -8.71% | -5.96% | -8.36% | -7.74% | -12.32% | -11.73% | -4.12% | |
Avg Days to Max Decline | 6 | 11 | 5 | 6 | 8 | 7 | 10 | 6 | 11 | 9 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | Yes | Yes | Yes | Not Yet |
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