MRCI Online
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| ScenarioSM Study for May Lumber(CME) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 23 | 32 | 36 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 9 | 14 | 16 | 13 | 24 | 26 | 26 | 22 | 18 | 17 | 17 | |
| Exceeded High | 5 | 9 | 12 | 12 | 19 | 21 | 24 | 17 | 12 | 13 | 10 | |
| Scenario Percentage | 56% | 64% | 75% | 92% | 79% | 81% | 92% | 77% | 67% | 76% | 59% | |
| Avg Max Increase | 2.83% | 8.89% | 8.79% | 10.13% | 7.67% | 8.69% | 10.59% | 12.15% | 10.96% | 12.74% | 8.54% | |
| Max Increase | 4.23% | 16.32% | 22.53% | 26.86% | 16.86% | 15.19% | 50.87% | 58.10% | 23.49% | 47.03% | 17.51% | |
| Avg Days To Max Increase | 13 | 20 | 15 | 14 | 21 | 19 | 17 | 14 | 20 | 12 | 11 | |
| Avg Max Decline | -0.36% | -1.51% | -1.17% | -2.28% | -2.37% | -3.50% | -3.29% | -1.85% | -3.77% | -1.85% | -1.22% | |
| Max Decline | -0.73% | -3.87% | -4.77% | -6.48% | -10.86% | -8.19% | -13.01% | -9.52% | -8.34% | -6.87% | -3.43% | |
| Avg Days to Max Decline | 1 | 10 | 10 | 8 | 9 | 12 | 10 | 7 | 12 | 6 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
