MRCI Online
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| ScenarioSM Study for May NY Harbor ULSD(NYM) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 33 | 34 | 37 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 14 | 18 | 23 | 21 | 19 | 17 | 19 | 17 | 15 | 19 | 25 | |
| Exceeded High | 12 | 16 | 18 | 18 | 11 | 13 | 15 | 15 | 13 | 17 | 19 | |
| Scenario Percentage | 86% | 89% | 78% | 86% | 58% | 76% | 79% | 88% | 87% | 89% | 76% | |
| Avg Max Increase | 9.07% | 9.71% | 9.84% | 7.41% | 9.44% | 10.03% | 10.36% | 10.01% | 12.35% | 11.97% | 10.17% | |
| 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 | 17 | 18 | 17 | 16 | 16 | 20 | 15 | 17 | 13 | 12 | 17 | |
| Avg Max Decline | -0.95% | -2.42% | -1.06% | -1.65% | -1.57% | -2.21% | -1.82% | -2.48% | -2.10% | -2.84% | -1.83% | |
| Max Decline | -4.80% | -13.85% | -7.35% | -6.87% | -7.85% | -5.83% | -8.29% | -7.95% | -7.14% | -14.74% | -10.01% | |
| Avg Days to Max Decline | 6 | 9 | 10 | 8 | 5 | 10 | 6 | 12 | 6 | 7 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | 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.
