MRCI Online
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| ScenarioSM Study for May 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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 20 | 24 | 25 | 28 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 10 | 13 | 18 | 17 | 17 | 14 | 13 | 13 | 12 | 13 | 20 | |
| Exceeded High | 8 | 13 | 14 | 16 | 9 | 11 | 10 | 12 | 10 | 12 | 17 | |
| Scenario Percentage | 80% | 100% | 78% | 94% | 53% | 79% | 77% | 92% | 83% | 92% | 85% | |
| Avg Max Increase | 9.55% | 10.41% | 10.97% | 7.50% | 10.15% | 10.96% | 11.64% | 10.23% | 13.14% | 14.42% | 10.25% | |
| Max Increase | 25.87% | 23.36% | 56.36% | 29.50% | 19.39% | 21.64% | 25.04% | 30.08% | 27.08% | 29.40% | 19.16% | |
| Avg Days To Max Increase | 19 | 19 | 18 | 16 | 16 | 20 | 12 | 18 | 14 | 14 | 20 | |
| Avg Max Decline | -1.03% | -1.77% | -1.40% | -1.58% | -1.55% | -2.06% | -1.28% | -2.72% | -2.46% | -2.56% | -2.03% | |
| Max Decline | -4.80% | -12.79% | -7.35% | -6.87% | -7.85% | -5.83% | -8.29% | -7.95% | -7.14% | -10.28% | -8.30% | |
| Avg Days to Max Decline | 7 | 10 | 11 | 8 | 4 | 11 | 5 | 14 | 7 | 7 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
