MRCI Online
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| ScenarioSM Study for February NY Harbor ULSD(NYM) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 30 | 33 | 35 | 37 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 17 | 24 | 22 | 17 | 20 | 24 | 23 | 24 | 17 | 18 | 20 | |
| Exceeded High | 15 | 23 | 18 | 14 | 18 | 21 | 21 | 19 | 13 | 14 | 18 | |
| Scenario Percentage | 88% | 96% | 82% | 82% | 90% | 88% | 91% | 79% | 76% | 78% | 90% | |
| Avg Max Increase | 9.61% | 10.37% | 7.54% | 9.02% | 9.68% | 11.41% | 9.53% | 8.30% | 12.06% | 17.62% | 9.73% | |
| Max Increase | 23.87% | 42.31% | 29.01% | 25.18% | 25.14% | 65.58% | 34.76% | 21.36% | 34.13% | 55.32% | 44.01% | |
| Avg Days To Max Increase | 16 | 18 | 16 | 16 | 19 | 17 | 16 | 15 | 20 | 18 | 15 | |
| Avg Max Decline | -1.91% | -2.16% | -2.24% | -1.28% | -3.41% | -1.64% | -2.50% | -2.38% | -2.42% | -2.75% | -1.90% | |
| Max Decline | -12.40% | -8.55% | -8.89% | -5.26% | -16.83% | -8.09% | -12.52% | -12.46% | -8.80% | -7.99% | -6.52% | |
| Avg Days to Max Decline | 11 | 8 | 8 | 8 | 13 | 8 | 7 | 7 | 8 | 8 | 6 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
