MRCI Online
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| ScenarioSM Study for July Lumber(CME) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 20 | 27 | 32 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 8 | 12 | 19 | 25 | 22 | 21 | 16 | 16 | 15 | 20 | 16 | |
| Exceeded High | 4 | 11 | 15 | 20 | 21 | 18 | 13 | 11 | 11 | 13 | 5 | |
| Scenario Percentage | 50% | 92% | 79% | 80% | 95% | 86% | 81% | 69% | 73% | 65% | 31% | |
| Avg Max Increase | 9.61% | 7.67% | 6.26% | 7.29% | 10.04% | 9.53% | 9.31% | 13.80% | 16.01% | 8.93% | 5.71% | |
| Max Increase | 23.27% | 25.83% | 14.46% | 13.94% | 40.42% | 55.50% | 33.07% | 54.48% | 29.87% | 26.23% | 9.22% | |
| Avg Days To Max Increase | 17 | 14 | 20 | 21 | 19 | 17 | 18 | 19 | 19 | 12 | 8 | |
| Avg Max Decline | -1.31% | -1.76% | -1.81% | -2.84% | -2.65% | -2.32% | -2.62% | -1.93% | -1.91% | -2.12% | -1.26% | |
| Max Decline | -3.23% | -3.50% | -7.04% | -8.09% | -11.69% | -8.53% | -7.31% | -4.58% | -3.69% | -9.18% | -2.33% | |
| Avg Days to Max Decline | 15 | 8 | 9 | 12 | 10 | 9 | 10 | 12 | 5 | 6 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
