MRCI Online
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| ScenarioSM Study for July NY Harbor ULSD(NYM) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 23 | 26 | 28 | 28 | 30 | 31 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 18 | 14 | 16 | 12 | 14 | 13 | 13 | 15 | 24 | 24 | 17 | |
| Exceeded High | 15 | 13 | 12 | 9 | 11 | 12 | 10 | 14 | 23 | 19 | 10 | |
| Scenario Percentage | 83% | 93% | 75% | 75% | 79% | 92% | 77% | 93% | 96% | 79% | 59% | |
| Avg Max Increase | 9.62% | 7.05% | 8.31% | 10.25% | 10.71% | 10.05% | 11.18% | 12.60% | 11.40% | 10.00% | 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 | 15 | 14 | 16 | 21 | 14 | 17 | 12 | 14 | 16 | 16 | 17 | |
| Avg Max Decline | -0.49% | -0.81% | -1.83% | -2.07% | -1.64% | -1.98% | -2.01% | -1.52% | -2.22% | -2.95% | -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 | 9 | 9 | 5 | 13 | 6 | 13 | 6 | 7 | 8 | 8 | 7 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
