MRCI Online
|
| ScenarioSM Study for January Lumber(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 29 | 37 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 14 | 15 | 17 | 19 | 17 | 14 | 19 | 12 | 27 | 30 | 23 | |
| Exceeded High | 10 | 9 | 13 | 12 | 12 | 11 | 10 | 11 | 22 | 22 | 13 | |
| Scenario Percentage | 71% | 60% | 76% | 63% | 71% | 79% | 53% | 92% | 81% | 73% | 57% | |
| Avg Max Increase | 8.89% | 10.12% | 8.46% | 7.66% | 5.75% | 10.78% | 9.12% | 11.78% | 11.40% | 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 | 16 | 18 | 13 | 16 | 15 | 15 | 13 | 14 | 19 | 11 | 8 | |
| Avg Max Decline | -0.83% | -1.19% | -1.45% | -1.35% | -2.72% | -2.33% | -2.28% | -3.41% | -3.42% | -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 | 9 | 6 | 11 | 9 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
