MRCI Online
|
| ScenarioSM Study for March NY Harbor ULSD(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Jan |
| Tested Years | 18 | 21 | 22 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 14 | 15 | 10 | 14 | 18 | 17 | 19 | 16 | 12 | 16 | 10 | |
| Exceeded High | 14 | 12 | 8 | 14 | 15 | 16 | 15 | 13 | 9 | 14 | 6 | |
| Scenario Percentage | 100% | 80% | 80% | 100% | 83% | 94% | 79% | 81% | 75% | 88% | 60% | |
| Avg Max Increase | 8.25% | 6.34% | 9.54% | 10.50% | 11.96% | 9.58% | 8.66% | 11.21% | 17.16% | 12.28% | 12.14% | |
| Max Increase | 17.87% | 12.75% | 25.61% | 24.85% | 62.05% | 33.12% | 23.00% | 25.47% | 34.25% | 41.13% | 26.53% | |
| Avg Days To Max Increase | 18 | 17 | 23 | 19 | 18 | 17 | 14 | 19 | 14 | 17 | 14 | |
| Avg Max Decline | -2.36% | -2.09% | -1.63% | -2.64% | -1.45% | -2.08% | -2.20% | -2.57% | -1.77% | -3.70% | -2.15% | |
| Max Decline | -8.64% | -7.69% | -5.71% | -17.69% | -8.00% | -10.58% | -10.07% | -8.35% | -8.11% | -13.01% | -9.43% | |
| Avg Days to Max Decline | 12 | 8 | 10 | 13 | 10 | 9 | 6 | 14 | 4 | 10 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
