MRCI Online
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| ScenarioSM Study for February NY Harbor ULSD(NYM) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 18 | 21 | 23 | 25 | 28 | 28 | 28 | 28 | 28 | 28 | 28 |
| Closed Higher | 9 | 16 | 14 | 12 | 13 | 18 | 17 | 19 | 13 | 12 | 14 |
| Exceeded High | 8 | 15 | 11 | 10 | 13 | 15 | 17 | 14 | 10 | 8 | 12 |
| Scenario Percentage | 89% | 94% | 79% | 83% | 100% | 83% | 100% | 74% | 77% | 67% | 86% |
| Avg Max Increase | 11.08% | 8.46% | 6.67% | 9.30% | 11.29% | 13.34% | 9.67% | 7.81% | 13.39% | 23.85% | 12.38% |
| Max Increase | 23.87% | 17.51% | 13.86% | 25.18% | 25.14% | 65.58% | 34.76% | 18.54% | 34.13% | 55.32% | 44.01% |
| Avg Days To Max Increase | 13 | 19 | 17 | 17 | 19 | 17 | 17 | 15 | 19 | 15 | 15 |
| Avg Max Decline | -0.61% | -2.05% | -2.18% | -1.37% | -2.88% | -1.09% | -2.50% | -2.46% | -2.48% | -2.29% | -1.84% |
| Max Decline | -3.11% | -8.55% | -8.89% | -5.26% | -16.83% | -4.52% | -12.52% | -12.46% | -8.80% | -6.73% | -6.52% |
| Avg Days to Max Decline | 9 | 7 | 11 | 10 | 15 | 8 | 7 | 8 | 10 | 5 | 6 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
