MRCI Online
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| ScenarioSM Study for July Lumber(CME) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 27 | 34 | 39 | 41 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 11 | 15 | 24 | 28 | 25 | 22 | 19 | 20 | 17 | 22 | 19 | |
| Exceeded High | 6 | 14 | 20 | 22 | 24 | 19 | 16 | 13 | 12 | 15 | 7 | |
| Scenario Percentage | 55% | 93% | 83% | 79% | 96% | 86% | 84% | 65% | 71% | 68% | 37% | |
| Avg Max Increase | 10.56% | 8.71% | 6.72% | 7.00% | 9.59% | 9.53% | 9.29% | 13.49% | 15.03% | 9.28% | 5.36% | |
| Max Increase | 23.27% | 25.83% | 14.46% | 13.94% | 40.42% | 55.50% | 33.07% | 54.48% | 29.87% | 26.23% | 9.22% | |
| Avg Days To Max Increase | 21 | 13 | 20 | 21 | 18 | 18 | 17 | 19 | 19 | 12 | 10 | |
| Avg Max Decline | -1.46% | -1.74% | -2.23% | -2.89% | -2.96% | -2.26% | -2.33% | -2.25% | -1.93% | -2.05% | -1.70% | |
| Max Decline | -3.55% | -3.50% | -7.04% | -8.09% | -11.69% | -8.53% | -7.31% | -7.28% | -3.69% | -9.18% | -4.12% | |
| Avg Days to Max Decline | 16 | 8 | 11 | 11 | 10 | 10 | 9 | 14 | 6 | 6 | 4 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
