|
ScenarioSM Study for November Lumber(CME) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 29 | 34 | 42 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 15 | 18 | 14 | 19 | 16 | 24 | 20 | 15 | 20 | 14 | 26 | |
Exceeded High | 13 | 12 | 10 | 11 | 12 | 14 | 12 | 13 | 13 | 13 | 17 | |
Scenario Percentage | 87% | 67% | 71% | 58% | 75% | 58% | 60% | 87% | 65% | 93% | 65% | |
Avg Max Increase | 7.46% | 8.11% | 12.66% | 8.53% | 9.96% | 8.55% | 8.78% | 12.70% | 9.70% | 10.66% | 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 | 17 | 18 | 18 | 16 | 15 | 14 | 15 | 11 | 10 | |
Avg Max Decline | -2.23% | -1.73% | -1.04% | -2.42% | -1.40% | -1.58% | -2.90% | -2.60% | -3.25% | -3.96% | -1.00% | |
Max Decline | -10.93% | -5.26% | -4.26% | -9.23% | -3.65% | -6.16% | -8.08% | -7.94% | -10.83% | -8.59% | -4.28% | |
Avg Days to Max Decline | 14 | 7 | 5 | 12 | 11 | 7 | 10 | 8 | 10 | 7 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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