MRCI Online
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| ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 29 | 38 | 42 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 12 | 18 | 20 | 15 | 28 | 29 | 29 | 24 | 22 | 21 | 19 | |
| Exceeded High | 7 | 13 | 15 | 14 | 22 | 22 | 26 | 19 | 16 | 15 | 12 | |
| Scenario Percentage | 58% | 72% | 75% | 93% | 79% | 76% | 90% | 79% | 73% | 71% | 63% | |
| Avg Max Increase | 3.39% | 8.31% | 8.67% | 9.33% | 7.60% | 8.46% | 10.84% | 12.24% | 11.83% | 13.48% | 8.57% | |
| Max Increase | 5.88% | 16.32% | 22.53% | 26.86% | 16.86% | 15.19% | 50.87% | 58.10% | 26.09% | 47.03% | 17.51% | |
| Avg Days To Max Increase | 17 | 18 | 16 | 14 | 21 | 19 | 17 | 15 | 20 | 12 | 11 | |
| Avg Max Decline | -1.03% | -1.62% | -1.79% | -2.85% | -2.57% | -3.36% | -3.33% | -1.60% | -3.53% | -1.85% | -1.05% | |
| Max Decline | -4.29% | -5.18% | -5.61% | -8.96% | -10.86% | -8.19% | -13.01% | -9.52% | -8.34% | -6.87% | -3.43% | |
| Avg Days to Max Decline | 6 | 10 | 11 | 9 | 10 | 11 | 11 | 7 | 10 | 6 | 1 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | 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.
