MRCI Online
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| ScenarioSM Study for May Lumber(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 40 | 42 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 14 | 19 | 22 | 14 | 27 | 31 | 28 | 24 | 22 | 21 | 20 | |
| Exceeded High | 9 | 14 | 16 | 13 | 21 | 24 | 25 | 20 | 16 | 15 | 13 | |
| Scenario Percentage | 64% | 74% | 73% | 93% | 78% | 77% | 89% | 83% | 73% | 71% | 65% | |
| Avg Max Increase | 10.92% | 10.93% | 8.27% | 8.83% | 10.11% | 10.31% | 11.20% | 12.01% | 15.83% | 16.03% | 7.79% | |
| Max Increase | 66.56% | 44.89% | 22.53% | 26.86% | 57.76% | 43.11% | 50.87% | 58.10% | 77.22% | 69.58% | 14.75% | |
| Avg Days To Max Increase | 19 | 18 | 17 | 15 | 23 | 20 | 17 | 16 | 22 | 10 | 10 | |
| Avg Max Decline | -1.29% | -1.75% | -1.99% | -2.94% | -2.86% | -3.27% | -3.61% | -1.92% | -3.87% | -1.55% | -0.60% | |
| Max Decline | -5.12% | -5.18% | -5.61% | -8.96% | -10.86% | -8.19% | -13.01% | -9.52% | -8.45% | -6.87% | -2.30% | |
| Avg Days to Max Decline | 6 | 10 | 12 | 10 | 10 | 11 | 11 | 6 | 10 | 4 | 1 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | No | 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.
