MRCI Online
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| ScenarioSM Study for January NY Harbor ULSD(NYM) as of May 10, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 33 | 35 | 39 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 20 | 25 | 27 | 21 | 25 | 28 | 25 | 27 | 17 | 19 | |
| Exceeded High | 14 | 18 | 24 | 22 | 16 | 22 | 24 | 22 | 21 | 13 | 13 | |
| Scenario Percentage | 82% | 90% | 96% | 81% | 76% | 88% | 86% | 88% | 78% | 76% | 68% | |
| Avg Max Increase | 13.20% | 10.13% | 11.15% | 10.76% | 10.04% | 9.71% | 11.82% | 9.82% | 8.22% | 10.85% | 15.49% | |
| Max Increase | 28.58% | 23.82% | 41.75% | 52.14% | 25.37% | 24.90% | 71.34% | 38.14% | 21.49% | 26.77% | 65.02% | |
| Avg Days To Max Increase | 14 | 18 | 19 | 16 | 15 | 16 | 17 | 15 | 15 | 18 | 24 | |
| Avg Max Decline | -0.89% | -2.04% | -2.48% | -2.05% | -1.20% | -2.90% | -2.75% | -2.53% | -2.98% | -1.97% | -1.93% | |
| Max Decline | -4.68% | -12.55% | -8.71% | -10.66% | -5.26% | -15.39% | -13.43% | -13.56% | -13.28% | -3.38% | -7.37% | |
| Avg Days to Max Decline | 4 | 12 | 7 | 8 | 6 | 12 | 8 | 8 | 9 | 4 | 5 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
