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 November Lumber(CME) as of Dec 30, 2011
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   24 29 37 38 39 39 39 39 39 39 39
Closed Higher   12 17 11 17 15 22 18 12 17 11 23
Exceeded High   11 12 7 10 11 12 11 10 11 10 15
Scenario Percentage   92% 71% 64% 59% 73% 55% 61% 83% 65% 91% 65%
Avg Max Increase   7.50% 8.11% 14.09% 8.72% 10.72% 8.32% 8.99% 13.25% 8.90% 11.05% 9.85%
Max Increase   26.02% 53.18% 45.39% 30.17% 19.63% 16.53% 17.38% 23.34% 22.55% 31.50% 30.42%
Avg Days To Max Increase   16 12 19 19 19 15 14 13 12 11 11
Avg Max Decline   -1.78% -1.73% -1.31% -1.74% -1.46% -1.22% -2.76% -2.75% -3.33% -3.99% -1.04%
Max Decline   -10.93% -5.26% -4.26% -5.41% -3.65% -6.16% -8.08% -7.94% -10.83% -8.59% -4.28%
Avg Days to Max Decline   12 7 6 11 12 6 8 9 9 8 3
2011 Contract Condition   Yes Yes   Yes             Yes
Action   Yes Yes   No             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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   24 29 37 38 39 39 39 39 39 39 39
Closed Lower   11 12 26 21 24 17 21 27 22 28 16
Penetrated Low   7 7 23 16 19 17 17 21 16 23 4
Scenario Percentage   64% 58% 88% 76% 79% 100% 81% 78% 73% 82% 25%
Avg Max Decline   9.66% 6.14% 7.59% 8.92% 9.00% 9.73% 11.46% 14.69% 13.80% 7.46% 4.68%
Max Decline   19.68% 11.33% 23.62% 24.95% 22.98% 23.46% 20.20% 27.62% 26.75% 15.72% 11.78%
Avg Days To Max Decline   24 14 19 16 17 20 20 25 17 14 9
Avg Max Increase   -1.29% -3.27% -2.04% -2.57% -3.20% -3.92% -2.35% -3.27% -3.30% -3.74% -0.97%
Max Increase   -3.26% -6.45% -8.50% -9.15% -9.13% -9.87% -7.32% -18.52% -12.50% -11.40% -2.60%
Avg Days to Max Increase   6 11 10 8 15 10 7 11 10 5 4
2011 Contract Condition       Yes   Yes Yes Yes Yes Yes Yes  
Action       Yes   Yes Yes Yes Yes Yes Not Yet  
High 307.0 318.0 325.5 331.8 332.0 321.9 281.0 275.8 286.1 261.4 281.7 232.4
Low 300.0 300.0 318.2 306.0 306.0 259.3 237.6 236.9 260.8 221.0 211.1 211.2
Close/Last 300.0 315.5 323.0 306.0 322.1 276.5 269.1 268.0 262.0 250.4 211.1 224.2

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