MRCI Online
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| ScenarioSM Study for September Lumber(CME) as of Dec 07, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 38 | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 24 | 23 | 22 | 22 | 21 | 19 | 25 | 21 | 14 | 22 | |
| Exceeded High | 17 | 19 | 22 | 19 | 17 | 15 | 15 | 16 | 15 | 12 | 12 | |
| Scenario Percentage | 74% | 79% | 96% | 86% | 77% | 71% | 79% | 64% | 71% | 86% | 55% | |
| Avg Max Increase | 8.11% | 10.45% | 9.10% | 8.35% | 10.67% | 17.03% | 15.10% | 13.20% | 17.20% | 17.68% | 6.93% | |
| Max Increase | 44.47% | 40.17% | 31.51% | 52.86% | 38.49% | 91.26% | 38.27% | 61.97% | 116.52% | 70.71% | 12.90% | |
| Avg Days To Max Increase | 20 | 20 | 15 | 16 | 17 | 17 | 16 | 17 | 18 | 12 | 9 | |
| Avg Max Decline | -2.20% | -1.80% | -3.07% | -1.69% | -2.10% | -2.14% | -0.89% | -2.15% | -3.71% | -2.43% | -2.90% | |
| Max Decline | -6.25% | -5.83% | -23.28% | -7.53% | -7.72% | -10.10% | -3.66% | -5.52% | -9.89% | -9.06% | -15.74% | |
| Avg Days to Max Decline | 11 | 9 | 12 | 7 | 9 | 11 | 4 | 11 | 9 | 7 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
