MRCI Online
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| ScenarioSM Study for March 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 26 | 30 | 36 | 40 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 12 | 14 | 14 | 15 | 18 | 13 | 27 | 29 | 26 | 20 | 18 | |
| Exceeded High | 9 | 10 | 11 | 12 | 11 | 13 | 24 | 24 | 23 | 15 | 6 | |
| Scenario Percentage | 75% | 71% | 79% | 80% | 61% | 100% | 89% | 83% | 88% | 75% | 33% | |
| Avg Max Increase | 8.23% | 6.31% | 5.01% | 9.50% | 10.43% | 9.41% | 9.39% | 10.03% | 12.85% | 14.14% | 9.53% | |
| Max Increase | 19.90% | 14.05% | 11.06% | 15.59% | 21.70% | 29.85% | 22.31% | 23.15% | 65.75% | 62.41% | 19.78% | |
| Avg Days To Max Increase | 10 | 16 | 16 | 19 | 17 | 14 | 20 | 19 | 17 | 10 | 9 | |
| Avg Max Decline | -0.63% | -0.94% | -2.06% | -2.15% | -2.12% | -3.29% | -3.17% | -3.82% | -4.18% | -1.54% | -1.80% | |
| Max Decline | -3.19% | -4.45% | -8.90% | -5.45% | -6.23% | -8.87% | -10.22% | -11.42% | -10.84% | -6.62% | -4.66% | |
| Avg Days to Max Decline | 3 | 5 | 8 | 7 | 15 | 9 | 11 | 12 | 11 | 5 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
