MRCI Online
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| ScenarioSM Study for November Lumber(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 26 | 31 | 39 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 14 | 17 | 13 | 18 | 16 | 22 | 18 | 14 | 19 | 12 | 25 | |
| Exceeded High | 13 | 12 | 9 | 10 | 12 | 12 | 11 | 12 | 13 | 11 | 17 | |
| Scenario Percentage | 93% | 71% | 69% | 56% | 75% | 55% | 61% | 86% | 68% | 92% | 68% | |
| Avg Max Increase | 7.46% | 8.11% | 11.59% | 8.72% | 9.96% | 8.32% | 8.99% | 13.33% | 9.70% | 10.93% | 9.11% | |
| 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 | 16 | 19 | 18 | 15 | 14 | 14 | 15 | 11 | 10 | |
| Avg Max Decline | -2.23% | -1.73% | -1.12% | -1.74% | -1.40% | -1.22% | -2.76% | -2.68% | -3.25% | -4.04% | -1.00% | |
| 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 | 14 | 7 | 5 | 11 | 11 | 6 | 8 | 8 | 10 | 8 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
