MRCI Online
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| ScenarioSM Study for June 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 20 | 22 | 23 | 24 | 24 | 28 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 10 | 16 | 14 | 13 | 10 | 12 | 15 | 12 | 13 | 21 | 23 | |
| Exceeded High | 10 | 14 | 13 | 9 | 8 | 8 | 13 | 8 | 12 | 20 | 15 | |
| Scenario Percentage | 100% | 88% | 93% | 69% | 80% | 67% | 87% | 67% | 92% | 95% | 65% | |
| Avg Max Increase | 10.01% | 10.25% | 7.71% | 7.85% | 10.58% | 12.89% | 8.86% | 12.40% | 13.39% | 12.10% | 9.24% | |
| Max Increase | 22.79% | 53.13% | 27.06% | 18.49% | 21.26% | 22.51% | 24.36% | 27.54% | 26.61% | 40.66% | 27.15% | |
| Avg Days To Max Increase | 16 | 16 | 14 | 18 | 24 | 15 | 19 | 14 | 14 | 17 | 17 | |
| Avg Max Decline | -0.72% | -0.99% | -0.97% | -1.30% | -2.46% | -1.81% | -2.22% | -2.57% | -2.08% | -2.37% | -1.83% | |
| Max Decline | -2.89% | -7.74% | -5.65% | -6.97% | -5.28% | -8.11% | -7.83% | -6.67% | -6.97% | -7.62% | -5.80% | |
| Avg Days to Max Decline | 10 | 10 | 9 | 3 | 12 | 6 | 12 | 7 | 7 | 4 | 4 | |
| 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.
