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ScenarioSM Study for April NY Harbor ULSD(NYM) as of Jan 01, 2019 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 29 | 31 | 36 | 36 | 37 | 38 | 38 | 38 | 39 | 39 | 39 | |
Closed Higher | 21 | 13 | 18 | 23 | 21 | 21 | 19 | 18 | 20 | 17 | 19 | |
Exceeded High | 17 | 11 | 16 | 20 | 18 | 15 | 14 | 14 | 19 | 12 | 17 | |
Scenario Percentage | 81% | 85% | 89% | 87% | 86% | 71% | 74% | 78% | 95% | 71% | 89% | |
Avg Max Increase | 6.92% | 9.42% | 9.96% | 10.17% | 8.90% | 8.11% | 9.62% | 13.05% | 9.49% | 13.27% | 9.32% | |
Max Increase | 30.75% | 26.14% | 23.82% | 59.17% | 31.26% | 19.36% | 23.56% | 28.14% | 37.61% | 28.18% | 27.13% | |
Avg Days To Max Increase | 15 | 18 | 19 | 16 | 15 | 15 | 22 | 18 | 17 | 11 | 15 | |
Avg Max Decline | -1.88% | -1.08% | -2.82% | -1.14% | -1.78% | -1.84% | -2.80% | -2.30% | -3.27% | -2.69% | -2.42% | |
Max Decline | -6.43% | -4.54% | -14.40% | -7.62% | -8.59% | -8.11% | -8.29% | -8.28% | -10.05% | -8.26% | -9.12% | |
Avg Days to Max Decline | 7 | 8 | 13 | 8 | 9 | 7 | 13 | 6 | 12 | 6 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.