MRCI Online
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| ScenarioSM Study for July Lumber(CME) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 39 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 14 | 17 | 26 | 30 | 26 | 24 | 21 | 22 | 18 | 23 | 22 | |
| Exceeded High | 8 | 16 | 21 | 23 | 24 | 21 | 18 | 15 | 14 | 16 | 10 | |
| Scenario Percentage | 57% | 94% | 81% | 77% | 92% | 88% | 86% | 68% | 78% | 70% | 45% | |
| Avg Max Increase | 8.68% | 7.98% | 6.84% | 7.55% | 9.00% | 8.81% | 10.23% | 13.93% | 16.78% | 12.38% | 8.80% | |
| Max Increase | 23.27% | 25.83% | 14.46% | 19.72% | 40.42% | 55.50% | 33.07% | 54.48% | 39.21% | 58.81% | 33.81% | |
| Avg Days To Max Increase | 23 | 14 | 21 | 21 | 18 | 17 | 18 | 17 | 20 | 12 | 11 | |
| Avg Max Decline | -1.90% | -2.21% | -2.51% | -2.92% | -2.69% | -1.83% | -2.44% | -2.66% | -1.70% | -2.28% | -1.29% | |
| Max Decline | -5.02% | -9.32% | -7.04% | -8.09% | -11.69% | -7.30% | -7.31% | -10.49% | -3.69% | -9.18% | -4.12% | |
| Avg Days to Max Decline | 22 | 9 | 13 | 12 | 10 | 8 | 9 | 13 | 5 | 5 | 4 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
