MRCI Online
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| ScenarioSM Study for May NY Harbor ULSD(NYM) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 28 | 29 | 32 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | |
| Closed Higher | 12 | 15 | 21 | 17 | 18 | 16 | 16 | 15 | 14 | 16 | 23 | |
| Exceeded High | 10 | 15 | 16 | 16 | 10 | 12 | 12 | 14 | 12 | 15 | 19 | |
| Scenario Percentage | 83% | 100% | 76% | 94% | 56% | 75% | 75% | 93% | 86% | 94% | 83% | |
| Avg Max Increase | 9.94% | 9.75% | 10.18% | 7.50% | 9.79% | 10.48% | 11.60% | 10.59% | 13.06% | 13.36% | 9.78% | |
| 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 | 18 | 17 | 17 | 16 | 16 | 19 | 13 | 18 | 12 | 12 | 19 | |
| Avg Max Decline | -0.90% | -2.58% | -0.94% | -1.58% | -1.68% | -2.13% | -1.74% | -2.48% | -2.26% | -2.26% | -1.88% | |
| Max Decline | -4.80% | -13.85% | -7.35% | -6.87% | -7.85% | -5.83% | -8.29% | -7.95% | -7.14% | -10.28% | -8.30% | |
| Avg Days to Max Decline | 6 | 10 | 10 | 8 | 6 | 10 | 5 | 12 | 6 | 7 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
