MRCI Online
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| ScenarioSM Study for July NY Harbor ULSD(NYM) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 19 | 22 | 24 | 24 | 26 | 27 | 28 | 28 | 28 | 28 | 28 |
| Closed Higher | 15 | 14 | 14 | 10 | 12 | 11 | 12 | 12 | 20 | 21 | 15 |
| Exceeded High | 12 | 13 | 10 | 8 | 9 | 10 | 9 | 11 | 19 | 17 | 9 |
| Scenario Percentage | 80% | 93% | 71% | 80% | 75% | 91% | 75% | 92% | 95% | 81% | 60% |
| Avg Max Increase | 10.90% | 7.05% | 7.60% | 10.59% | 10.66% | 9.22% | 10.75% | 11.90% | 9.88% | 9.25% | 8.33% |
| Max Increase | 51.79% | 26.41% | 26.16% | 20.60% | 19.67% | 21.36% | 27.58% | 25.97% | 22.66% | 27.24% | 16.25% |
| Avg Days To Max Increase | 15 | 14 | 16 | 21 | 13 | 15 | 12 | 13 | 16 | 16 | 17 |
| Avg Max Decline | -0.37% | -0.81% | -1.73% | -1.97% | -1.43% | -1.39% | -2.12% | -1.49% | -2.17% | -3.13% | -1.75% |
| Max Decline | -3.23% | -6.28% | -8.40% | -4.74% | -8.27% | -4.30% | -6.29% | -5.57% | -6.55% | -16.05% | -7.53% |
| Avg Days to Max Decline | 9 | 9 | 4 | 10 | 6 | 12 | 6 | 7 | 7 | 9 | 7 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
