MRCI Online
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| ScenarioSM Study for March 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 34 | 38 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 18 | 19 | 17 | 22 | 15 | 28 | 33 | 28 | 22 | 21 | |
| Exceeded High | 12 | 13 | 14 | 15 | 13 | 15 | 24 | 27 | 25 | 19 | 7 | |
| Scenario Percentage | 75% | 72% | 74% | 88% | 59% | 100% | 86% | 82% | 89% | 86% | 33% | |
| Avg Max Increase | 10.79% | 8.67% | 9.99% | 11.29% | 10.46% | 10.35% | 14.70% | 13.84% | 14.47% | 12.71% | 11.45% | |
| Max Increase | 22.09% | 32.75% | 75.37% | 45.08% | 21.70% | 29.85% | 81.74% | 63.06% | 65.75% | 62.41% | 27.46% | |
| Avg Days To Max Increase | 11 | 17 | 19 | 21 | 19 | 13 | 22 | 19 | 17 | 12 | 8 | |
| Avg Max Decline | -0.30% | -1.51% | -2.00% | -2.39% | -2.19% | -2.64% | -3.82% | -3.48% | -5.00% | -1.62% | -1.15% | |
| Max Decline | -3.19% | -5.03% | -8.90% | -5.45% | -6.23% | -8.87% | -10.22% | -11.42% | -21.17% | -6.62% | -4.66% | |
| Avg Days to Max Decline | 2 | 5 | 9 | 10 | 15 | 8 | 12 | 11 | 13 | 4 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
