MRCI Online
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| ScenarioSM Study for February NY Harbor ULSD(NYM) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 35 | 38 | 40 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 25 | 25 | 20 | 25 | 28 | 25 | 27 | 19 | 20 | 24 | |
| Exceeded High | 18 | 24 | 20 | 17 | 22 | 25 | 22 | 20 | 13 | 16 | 22 | |
| Scenario Percentage | 90% | 96% | 80% | 85% | 88% | 89% | 88% | 74% | 68% | 80% | 92% | |
| Avg Max Increase | 10.01% | 10.86% | 8.68% | 9.58% | 9.58% | 10.78% | 9.55% | 8.44% | 12.06% | 17.39% | 10.09% | |
| 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 | 18 | 19 | 16 | 17 | 18 | 17 | 16 | 15 | 20 | 18 | 16 | |
| Avg Max Decline | -1.90% | -2.04% | -2.18% | -1.31% | -3.46% | -2.40% | -2.39% | -2.29% | -2.42% | -2.60% | -2.37% | |
| Max Decline | -12.40% | -8.55% | -8.89% | -5.26% | -16.83% | -13.40% | -12.52% | -12.46% | -8.80% | -8.00% | -11.38% | |
| Avg Days to Max Decline | 13 | 8 | 8 | 9 | 13 | 8 | 7 | 7 | 8 | 7 | 6 | |
| 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.
