MRCI Online
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| ScenarioSM Study for September Lumber(CME) as of Oct 20, 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 31 | 37 | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 23 | 23 | 22 | 22 | 22 | 16 | 24 | 23 | 13 | 23 | |
| Exceeded High | 15 | 17 | 22 | 19 | 17 | 15 | 13 | 15 | 15 | 11 | 12 | |
| Scenario Percentage | 71% | 74% | 96% | 86% | 77% | 68% | 81% | 63% | 65% | 85% | 52% | |
| Avg Max Increase | 6.06% | 7.43% | 8.03% | 7.86% | 10.14% | 11.06% | 12.26% | 9.95% | 10.57% | 12.27% | 6.25% | |
| Max Increase | 13.23% | 16.07% | 31.46% | 52.86% | 38.49% | 39.11% | 23.00% | 19.99% | 25.13% | 26.44% | 12.90% | |
| Avg Days To Max Increase | 20 | 20 | 16 | 16 | 18 | 18 | 16 | 16 | 17 | 11 | 7 | |
| Avg Max Decline | -2.34% | -2.06% | -2.09% | -1.59% | -2.38% | -2.55% | -1.15% | -1.92% | -4.18% | -2.63% | -1.63% | |
| Max Decline | -6.25% | -5.83% | -8.33% | -7.63% | -7.72% | -10.10% | -3.66% | -5.48% | -9.89% | -9.06% | -5.18% | |
| Avg Days to Max Decline | 11 | 10 | 11 | 7 | 9 | 11 | 4 | 10 | 10 | 7 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
