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ScenarioSM Study for June NY Harbor ULSD(NYM) as of Oct 20, 2019 | ||||||||||||
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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 | 31 | 33 | 34 | 35 | 35 | 39 | 40 | 40 | 40 | 40 | 40 | |
Closed Higher | 16 | 22 | 20 | 17 | 14 | 19 | 19 | 17 | 20 | 27 | 31 | |
Exceeded High | 14 | 20 | 17 | 13 | 11 | 14 | 16 | 12 | 18 | 26 | 20 | |
Scenario Percentage | 88% | 91% | 85% | 76% | 79% | 74% | 84% | 71% | 90% | 96% | 65% | |
Avg Max Increase | 8.60% | 8.84% | 7.98% | 7.56% | 9.33% | 10.98% | 8.98% | 11.49% | 11.10% | 12.22% | 8.21% | |
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 | 15 | 14 | 16 | 23 | 17 | 18 | 14 | 15 | 16 | 16 | |
Avg Max Decline | -1.87% | -1.12% | -1.26% | -1.42% | -2.51% | -2.23% | -2.16% | -1.97% | -2.56% | -2.71% | -2.10% | |
Max Decline | -13.80% | -7.74% | -5.65% | -6.97% | -5.28% | -8.45% | -7.83% | -6.67% | -14.35% | -9.71% | -7.64% | |
Avg Days to Max Decline | 10 | 9 | 9 | 4 | 10 | 6 | 11 | 5 | 7 | 5 | 4 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | 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.