MRCI Online
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| ScenarioSM Study for November Lumber(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 39 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 23 | 15 | 21 | 18 | 25 | 21 | 16 | 21 | 15 | 24 | |
| Exceeded High | 16 | 17 | 12 | 13 | 15 | 15 | 14 | 14 | 14 | 15 | 16 | |
| Scenario Percentage | 89% | 74% | 80% | 62% | 83% | 60% | 67% | 88% | 67% | 100% | 67% | |
| Avg Max Increase | 9.43% | 7.65% | 12.47% | 15.81% | 13.11% | 11.21% | 14.94% | 15.78% | 10.83% | 12.21% | 8.78% | |
| Max Increase | 26.02% | 53.18% | 45.39% | 80.72% | 33.73% | 48.44% | 95.47% | 55.42% | 23.29% | 31.50% | 30.42% | |
| Avg Days To Max Increase | 17 | 15 | 18 | 16 | 18 | 17 | 16 | 16 | 16 | 12 | 10 | |
| Avg Max Decline | -2.27% | -1.87% | -1.39% | -1.75% | -1.03% | -1.75% | -2.70% | -2.46% | -2.72% | -3.64% | -1.25% | |
| Max Decline | -10.93% | -6.23% | -4.76% | -9.23% | -3.65% | -6.16% | -8.08% | -7.94% | -10.83% | -8.59% | -4.45% | |
| Avg Days to Max Decline | 13 | 7 | 5 | 10 | 10 | 7 | 9 | 6 | 9 | 7 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
