Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
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
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   18 21 17 13 18 21 24 22 27 23 23
Penetrated Low   15 13 11 8 12 17 20 19 19 19 7
Scenario Percentage   83% 62% 65% 62% 67% 81% 83% 86% 70% 83% 30%
Avg Max Decline   7.90% 5.81% 4.82% 6.71% 8.84% 8.32% 10.53% 10.18% 13.49% 9.87% 8.94%
Max Decline   16.39% 12.07% 12.06% 15.43% 23.33% 23.99% 26.07% 21.31% 32.97% 24.37% 14.70%
Avg Days To Max Decline   21 17 13 12 20 18 18 18 16 14 10
Avg Max Increase   -2.21% -3.44% -2.31% -2.83% -1.38% -3.85% -2.23% -2.74% -2.88% -3.05% -0.39%
Max Increase   -7.91% -12.19% -8.45% -11.10% -5.17% -15.42% -8.46% -8.23% -8.46% -8.95% -3.50%
Avg Days to Max Increase   14 9 6 7 8 8 10 6 7 5 3
2019 Contract Condition     Yes Yes   Yes   Yes Yes Yes Yes  
Action     Yes No   No   Yes Yes Yes Not Yet  
High 408.6 437.9 395.5 387.1 396.0 364.6 425.0 431.0 411.9 371.9 366.5 413.6
Low 376.0 368.0 350.0 330.0 332.5 342.9 343.7 381.3 362.0 310.2 286.1 296.3
Close/Last 380.0 395.0 375.3 332.9 355.0 350.0 415.0 397.1 363.6 343.7 305.5 378.9

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php