MRCI Online
|
| ScenarioSM Study for August 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 19 | 22 | 22 | 23 | 24 | 25 | 26 | 28 | 28 | 28 | 28 |
| Closed Higher | 12 | 10 | 10 | 9 | 11 | 11 | 11 | 20 | 20 | 15 | 14 |
| Exceeded High | 10 | 8 | 6 | 7 | 10 | 8 | 10 | 19 | 15 | 10 | 13 |
| Scenario Percentage | 83% | 80% | 60% | 78% | 91% | 73% | 91% | 95% | 75% | 67% | 93% |
| Avg Max Increase | 7.53% | 5.84% | 11.03% | 9.88% | 8.54% | 11.22% | 12.37% | 9.46% | 9.97% | 10.79% | 6.43% |
| Max Increase | 25.68% | 14.16% | 19.33% | 16.91% | 19.50% | 28.10% | 23.37% | 21.02% | 30.49% | 24.23% | 13.78% |
| Avg Days To Max Increase | 14 | 14 | 27 | 12 | 15 | 11 | 13 | 17 | 17 | 18 | 18 |
| Avg Max Decline | -1.28% | -2.01% | -2.53% | -0.84% | -1.35% | -1.97% | -1.31% | -2.43% | -3.06% | -3.02% | -1.87% |
| Max Decline | -4.78% | -8.34% | -4.20% | -2.31% | -3.99% | -6.01% | -5.30% | -9.65% | -15.01% | -7.23% | -5.19% |
| Avg Days to Max Decline | 10 | 3 | 13 | 5 | 9 | 4 | 9 | 8 | 9 | 10 | 4 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
