MRCI Online
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| ScenarioSM Study for March Lumber(CME) as of Aug 18, 2023 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 35 | 38 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 18 | 19 | 17 | 21 | 15 | 29 | 32 | 27 | 23 | 20 | |
| Exceeded High | 12 | 13 | 15 | 15 | 12 | 15 | 24 | 26 | 24 | 20 | 7 | |
| Scenario Percentage | 71% | 72% | 79% | 88% | 57% | 100% | 83% | 81% | 89% | 87% | 35% | |
| Avg Max Increase | 10.79% | 8.67% | 9.87% | 11.29% | 10.98% | 10.35% | 14.70% | 14.12% | 14.89% | 12.17% | 11.45% | |
| Max Increase | 22.09% | 32.75% | 75.37% | 45.08% | 21.70% | 29.85% | 81.74% | 63.06% | 65.75% | 62.41% | 27.46% | |
| Avg Days To Max Increase | 11 | 17 | 18 | 21 | 20 | 13 | 22 | 19 | 18 | 11 | 8 | |
| Avg Max Decline | -0.30% | -1.51% | -1.87% | -2.39% | -2.10% | -2.64% | -3.82% | -3.53% | -4.96% | -1.71% | -1.15% | |
| Max Decline | -3.19% | -5.03% | -8.90% | -5.45% | -6.23% | -8.87% | -10.22% | -11.42% | -21.17% | -6.62% | -4.66% | |
| Avg Days to Max Decline | 2 | 5 | 9 | 10 | 14 | 8 | 12 | 11 | 13 | 4 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
