MRCI Online
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| ScenarioSM Study for July Lumber(CME) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 38 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 13 | 17 | 26 | 30 | 26 | 24 | 21 | 23 | 18 | 22 | 22 | |
| Exceeded High | 7 | 16 | 21 | 23 | 24 | 21 | 18 | 16 | 13 | 15 | 9 | |
| Scenario Percentage | 54% | 94% | 81% | 77% | 92% | 88% | 86% | 70% | 72% | 68% | 41% | |
| Avg Max Increase | 9.58% | 7.98% | 6.69% | 7.55% | 8.97% | 8.73% | 10.23% | 13.53% | 15.05% | 9.28% | 6.02% | |
| Max Increase | 23.27% | 25.83% | 14.46% | 19.72% | 40.42% | 55.50% | 33.07% | 54.48% | 29.87% | 26.23% | 10.14% | |
| Avg Days To Max Increase | 22 | 14 | 20 | 21 | 18 | 18 | 18 | 18 | 19 | 12 | 10 | |
| Avg Max Decline | -1.46% | -2.21% | -2.38% | -2.92% | -2.72% | -2.01% | -2.44% | -2.74% | -1.77% | -2.05% | -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 | 12 | 10 | 9 | 9 | 13 | 5 | 6 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
