MRCI Online
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| ScenarioSM Study for August NY Harbor ULSD(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Jun |
| Tested Years | 20 | 23 | 23 | 24 | 25 | 26 | 27 | 29 | 29 | 29 | 29 | |
| Closed Higher | 12 | 11 | 11 | 9 | 12 | 11 | 12 | 21 | 21 | 16 | 15 | |
| Exceeded High | 10 | 9 | 7 | 7 | 11 | 8 | 11 | 20 | 16 | 11 | 14 | |
| Scenario Percentage | 83% | 82% | 64% | 78% | 92% | 73% | 92% | 95% | 76% | 69% | 93% | |
| Avg Max Increase | 7.53% | 7.14% | 10.50% | 9.88% | 8.60% | 11.22% | 13.15% | 11.09% | 11.04% | 10.96% | 6.42% | |
| Max Increase | 25.68% | 17.53% | 19.33% | 16.91% | 19.50% | 28.10% | 23.37% | 41.95% | 30.49% | 24.23% | 13.78% | |
| Avg Days To Max Increase | 14 | 15 | 27 | 12 | 16 | 11 | 14 | 18 | 17 | 17 | 17 | |
| Avg Max Decline | -1.28% | -1.96% | -2.52% | -0.84% | -1.91% | -1.97% | -1.36% | -2.39% | -3.03% | -3.06% | -1.94% | |
| Max Decline | -4.78% | -8.34% | -4.20% | -2.31% | -7.49% | -6.01% | -5.30% | -9.65% | -15.01% | -7.23% | -5.19% | |
| Avg Days to Max Decline | 10 | 3 | 16 | 5 | 10 | 4 | 9 | 8 | 9 | 9 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
