MRCI Online
|
| ScenarioSM Study for January Lumber(CME) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 35 | 37 | 42 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 18 | 20 | 22 | 20 | 16 | 22 | 14 | 26 | 33 | 27 | |
| Exceeded High | 13 | 12 | 17 | 14 | 15 | 14 | 12 | 13 | 21 | 22 | 16 | |
| Scenario Percentage | 76% | 67% | 85% | 64% | 75% | 88% | 55% | 93% | 81% | 67% | 59% | |
| Avg Max Increase | 9.31% | 16.47% | 10.67% | 9.90% | 11.20% | 12.98% | 9.98% | 12.70% | 11.15% | 13.06% | 6.12% | |
| Max Increase | 46.82% | 72.04% | 25.16% | 40.49% | 86.34% | 49.80% | 19.41% | 35.46% | 29.17% | 50.96% | 12.64% | |
| Avg Days To Max Increase | 17 | 17 | 14 | 17 | 17 | 17 | 16 | 13 | 20 | 10 | 8 | |
| Avg Max Decline | -1.30% | -1.37% | -1.01% | -2.06% | -2.63% | -2.73% | -2.36% | -3.63% | -3.69% | -3.51% | -1.13% | |
| Max Decline | -5.98% | -6.05% | -5.07% | -5.15% | -8.71% | -7.00% | -8.36% | -9.31% | -12.32% | -11.73% | -4.12% | |
| Avg Days to Max Decline | 6 | 9 | 5 | 7 | 9 | 10 | 8 | 7 | 12 | 8 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | 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.
