MRCI Online
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| ScenarioSM Study for May NY Harbor ULSD(NYM) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 31 | 35 | 36 | 39 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 15 | 19 | 24 | 23 | 21 | 18 | 20 | 18 | 17 | 20 | 26 | |
| Exceeded High | 12 | 17 | 19 | 20 | 13 | 14 | 16 | 16 | 14 | 18 | 22 | |
| Scenario Percentage | 80% | 89% | 79% | 87% | 62% | 78% | 80% | 89% | 82% | 90% | 85% | |
| Avg Max Increase | 9.07% | 9.21% | 9.73% | 7.76% | 9.15% | 9.93% | 10.46% | 9.68% | 12.14% | 11.64% | 9.74% | |
| 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 | 21 | 15 | 17 | 13 | 13 | 19 | |
| Avg Max Decline | -0.95% | -2.67% | -1.28% | -1.70% | -1.55% | -2.18% | -1.83% | -2.37% | -2.01% | -2.91% | -2.29% | |
| 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 | 10 | 10 | 8 | 5 | 9 | 6 | 11 | 6 | 8 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | 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.
