MRCI Online
|
| ScenarioSM Study for March NY Harbor ULSD(NYM) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 23 | 24 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 16 | 16 | 12 | 16 | 19 | 17 | 19 | 17 | 13 | 17 | 10 | |
| Exceeded High | 16 | 13 | 10 | 16 | 16 | 16 | 15 | 13 | 10 | 15 | 6 | |
| Scenario Percentage | 100% | 81% | 83% | 100% | 84% | 94% | 79% | 76% | 77% | 88% | 60% | |
| Avg Max Increase | 11.02% | 8.14% | 9.90% | 9.88% | 11.55% | 9.58% | 8.66% | 11.21% | 16.06% | 11.40% | 12.14% | |
| Max Increase | 42.43% | 29.78% | 25.61% | 24.85% | 62.05% | 33.12% | 23.00% | 25.47% | 34.25% | 41.13% | 26.53% | |
| Avg Days To Max Increase | 19 | 18 | 20 | 17 | 17 | 17 | 14 | 19 | 14 | 16 | 14 | |
| Avg Max Decline | -2.38% | -2.10% | -1.49% | -3.36% | -1.27% | -2.08% | -2.20% | -2.57% | -2.42% | -3.40% | -2.15% | |
| Max Decline | -8.64% | -7.69% | -5.71% | -17.69% | -8.00% | -10.58% | -10.07% | -8.35% | -8.24% | -13.01% | -9.43% | |
| Avg Days to Max Decline | 12 | 7 | 8 | 13 | 10 | 9 | 6 | 14 | 5 | 10 | 4 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | 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.
