MRCI Online
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| ScenarioSM Study for March 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 30 | 34 | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 13 | 16 | 17 | 17 | 20 | 15 | 29 | 31 | 28 | 22 | 21 | |
| Exceeded High | 9 | 12 | 13 | 14 | 12 | 15 | 25 | 25 | 24 | 17 | 7 | |
| Scenario Percentage | 69% | 75% | 76% | 82% | 60% | 100% | 86% | 81% | 86% | 77% | 33% | |
| Avg Max Increase | 8.23% | 6.66% | 4.96% | 8.88% | 10.74% | 9.35% | 9.12% | 9.77% | 13.17% | 14.17% | 11.73% | |
| Max Increase | 19.90% | 14.05% | 11.06% | 15.59% | 21.70% | 29.85% | 22.31% | 23.15% | 65.75% | 62.41% | 27.46% | |
| Avg Days To Max Increase | 10 | 17 | 18 | 20 | 18 | 13 | 20 | 18 | 18 | 11 | 9 | |
| Avg Max Decline | -0.63% | -1.21% | -2.21% | -2.39% | -1.99% | -2.98% | -3.34% | -3.71% | -3.99% | -1.30% | -1.64% | |
| 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 | 4 | 10 | 10 | 16 | 9 | 12 | 11 | 11 | 5 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
