Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for May Lumber(CME) as of Dec 30, 2016
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   27 36 40 42 43 43 43 43 43 43 43
Closed Higher   11 16 18 14 27 28 28 22 20 19 18
Exceeded High   6 11 13 13 21 22 25 17 14 13 10
Scenario Percentage   55% 69% 72% 93% 78% 79% 89% 77% 70% 68% 56%
Avg Max Increase   2.98% 8.95% 9.03% 9.88% 7.73% 8.46% 10.48% 12.15% 11.73% 11.46% 6.70%
Max Increase   4.23% 16.32% 22.53% 26.86% 16.86% 15.19% 50.87% 58.10% 26.09% 38.39% 12.16%
Avg Days To Max Increase   14 20 16 13 20 19 17 14 21 11 9
Avg Max Decline   -1.02% -1.68% -1.38% -2.38% -2.40% -3.36% -3.49% -1.85% -3.23% -1.63% -0.92%
Max Decline   -4.29% -5.18% -4.77% -6.48% -10.86% -8.19% -13.01% -9.52% -8.34% -6.87% -2.30%
Avg Days to Max Decline   6 11 11 8 10 11 11 7 11 4 1
2016 Contract Condition   Yes       Yes   Yes   Yes Yes  
Action   No       No   No   Yes Not Yet  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   27 36 40 42 43 43 43 43 43 43 43
Closed Lower   16 20 22 28 16 15 15 21 23 24 25
Penetrated Low   10 16 17 17 10 7 12 15 19 22 16
Scenario Percentage   63% 80% 77% 61% 63% 47% 80% 71% 83% 92% 64%
Avg Max Decline   8.75% 10.14% 8.54% 6.34% 7.65% 13.37% 9.15% 10.27% 10.86% 11.31% 7.69%
Max Decline   13.62% 19.72% 18.78% 19.81% 19.64% 32.64% 26.84% 26.16% 30.25% 32.99% 24.04%
Avg Days To Max Decline   21 25 20 16 17 21 18 20 19 10 8
Avg Max Increase   -2.36% -1.72% -2.23% -2.85% -2.35% -2.08% -1.50% -4.60% -2.97% -3.04% -1.15%
Max Increase   -6.86% -4.13% -8.93% -12.13% -8.83% -7.02% -5.96% -17.38% -12.29% -10.99% -4.51%
Avg Days to Max Increase   10 10 8 6 6 4 9 10 11 5 2
2016 Contract Condition     Yes Yes Yes   Yes   Yes     Yes
Action     Yes Yes No   Yes   No     Not Yet
High 289.1 317.9 311.1 280.6 261.1 271.5 261.0 269.9 258.2 263.5 319.0 307.5
Low 275.0 281.7 273.0 251.4 236.0 240.2 246.5 244.0 232.5 237.3 251.8 274.3
Close/Last 287.4 308.3 273.7 252.0 247.8 263.4 252.2 255.9 239.3 253.2 310.7 295.6

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php