MRCI Online
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| ScenarioSM Study for June NY Harbor ULSD(NYM) as of May 16, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 35 | 37 | 38 | 39 | 39 | 43 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 20 | 25 | 21 | 19 | 16 | 22 | 22 | 19 | 22 | 28 | 33 | |
| Exceeded High | 17 | 22 | 17 | 14 | 12 | 16 | 19 | 14 | 20 | 27 | 22 | |
| Scenario Percentage | 85% | 88% | 81% | 74% | 75% | 73% | 86% | 74% | 91% | 96% | 67% | |
| Avg Max Increase | 7.98% | 8.57% | 7.98% | 7.72% | 9.11% | 11.46% | 10.75% | 15.70% | 12.92% | 13.01% | 8.13% | |
| Max Increase | 22.79% | 53.13% | 27.06% | 18.49% | 21.26% | 22.51% | 28.09% | 57.44% | 50.38% | 40.66% | 27.15% | |
| Avg Days To Max Increase | 15 | 15 | 14 | 16 | 22 | 17 | 18 | 13 | 15 | 16 | 15 | |
| Avg Max Decline | -1.88% | -1.63% | -1.26% | -1.36% | -2.29% | -2.11% | -2.08% | -1.84% | -2.44% | -2.77% | -2.03% | |
| Max Decline | -13.80% | -12.96% | -5.65% | -6.97% | -5.28% | -8.45% | -7.83% | -6.67% | -14.35% | -9.71% | -7.64% | |
| Avg Days to Max Decline | 8 | 9 | 9 | 4 | 9 | 6 | 10 | 5 | 7 | 5 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
