MRCI Online
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| ScenarioSM Study for July NY Harbor ULSD(NYM) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 24 | 26 | 26 | 28 | 29 | 30 | 30 | 30 | 30 | 30 |
| Closed Higher | 16 | 14 | 15 | 11 | 12 | 12 | 12 | 13 | 22 | 22 | 17 |
| Exceeded High | 13 | 13 | 11 | 9 | 9 | 11 | 9 | 12 | 21 | 18 | 10 |
| Scenario Percentage | 81% | 93% | 73% | 82% | 75% | 92% | 75% | 92% | 95% | 82% | 59% |
| Avg Max Increase | 10.43% | 7.05% | 8.54% | 10.25% | 10.66% | 9.22% | 10.75% | 12.65% | 11.79% | 10.45% | 9.05% |
| Max Increase | 51.79% | 26.41% | 26.16% | 20.60% | 19.67% | 21.36% | 27.58% | 25.97% | 41.58% | 29.68% | 17.24% |
| Avg Days To Max Increase | 16 | 14 | 16 | 21 | 13 | 16 | 12 | 14 | 17 | 16 | 17 |
| Avg Max Decline | -0.89% | -0.81% | -1.74% | -2.07% | -1.43% | -1.94% | -2.12% | -1.53% | -2.37% | -3.11% | -1.57% |
| Max Decline | -7.21% | -6.28% | -8.40% | -4.74% | -8.27% | -7.42% | -6.29% | -5.57% | -6.96% | -16.05% | -7.53% |
| Avg Days to Max Decline | 10 | 9 | 4 | 13 | 6 | 13 | 6 | 7 | 8 | 8 | 7 |
| 2009 Contract Condition | Yes | Yes | |||||||||
| Action | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
