|
ScenarioSM Study for July Lumber(CME) as of Jan 01, 2019 | ||||||||||||
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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 | 30 | 37 | 42 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 12 | 17 | 26 | 29 | 27 | 24 | 22 | 23 | 18 | 23 | 21 | |
Exceeded High | 7 | 16 | 21 | 22 | 25 | 21 | 19 | 16 | 13 | 14 | 9 | |
Scenario Percentage | 58% | 94% | 81% | 76% | 93% | 88% | 86% | 70% | 72% | 61% | 43% | |
Avg Max Increase | 9.58% | 7.98% | 6.69% | 7.00% | 10.08% | 9.83% | 10.34% | 13.53% | 15.05% | 9.05% | 4.97% | |
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 | 22 | 14 | 20 | 21 | 18 | 18 | 18 | 18 | 19 | 13 | 8 | |
Avg Max Decline | -1.46% | -2.21% | -2.38% | -2.89% | -2.78% | -2.03% | -2.52% | -2.74% | -1.77% | -1.96% | -1.42% | |
Max Decline | -3.55% | -9.32% | -7.04% | -8.09% | -11.69% | -8.53% | -7.31% | -10.49% | -3.69% | -9.18% | -4.12% | |
Avg Days to Max Decline | 20 | 9 | 12 | 11 | 10 | 9 | 8 | 13 | 5 | 4 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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