MRCI Online
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| ScenarioSM Study for March 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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 34 | 37 | 38 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 25 | 18 | 25 | 28 | 26 | 26 | 22 | 21 | 24 | 18 | |
| Exceeded High | 22 | 20 | 15 | 22 | 24 | 21 | 20 | 16 | 17 | 22 | 13 | |
| Scenario Percentage | 100% | 80% | 83% | 88% | 86% | 81% | 77% | 73% | 81% | 92% | 72% | |
| Avg Max Increase | 11.07% | 8.48% | 9.64% | 9.31% | 10.14% | 9.46% | 8.42% | 10.35% | 14.03% | 12.48% | 11.22% | |
| 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 | 18 | 16 | 18 | 17 | 17 | 16 | 14 | 20 | 17 | 17 | 17 | |
| Avg Max Decline | -2.15% | -1.96% | -1.14% | -3.12% | -2.23% | -2.05% | -2.06% | -2.62% | -2.19% | -3.14% | -1.97% | |
| Max Decline | -8.64% | -7.69% | -5.71% | -17.69% | -13.34% | -10.58% | -10.07% | -8.35% | -8.24% | -13.01% | -9.43% | |
| Avg Days to Max Decline | 11 | 7 | 7 | 12 | 9 | 8 | 6 | 12 | 5 | 8 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
