|
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. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |