|
ScenarioSM Study for January Lumber(CME) as of Jan 01, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 31 | 33 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 16 | 18 | 21 | 20 | 16 | 21 | 14 | 29 | 32 | 26 | |
Exceeded High | 12 | 10 | 14 | 14 | 14 | 13 | 11 | 13 | 24 | 23 | 14 | |
Scenario Percentage | 75% | 63% | 78% | 67% | 70% | 81% | 52% | 93% | 83% | 72% | 54% | |
Avg Max Increase | 9.19% | 10.11% | 8.42% | 7.69% | 5.83% | 10.15% | 9.92% | 11.48% | 10.95% | 9.37% | 6.17% | |
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 | 16 | 16 | 15 | 13 | 19 | 11 | 9 | |
Avg Max Decline | -1.01% | -1.68% | -1.41% | -1.74% | -2.80% | -2.84% | -2.04% | -3.07% | -3.46% | -3.87% | -0.94% | |
Max Decline | -5.98% | -6.05% | -5.07% | -5.15% | -8.71% | -7.00% | -8.36% | -7.74% | -12.32% | -11.73% | -4.12% | |
Avg Days to Max Decline | 7 | 10 | 5 | 6 | 9 | 10 | 8 | 6 | 11 | 8 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |