MRCI Online
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| ScenarioSM Study for August NY Harbor ULSD(NYM) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 35 | 35 | 36 | 37 | 38 | 39 | 41 | 41 | 41 | 41 | |
| Closed Higher | 18 | 16 | 15 | 17 | 17 | 16 | 19 | 27 | 27 | 21 | 21 | |
| Exceeded High | 14 | 13 | 10 | 14 | 15 | 12 | 17 | 26 | 21 | 15 | 18 | |
| Scenario Percentage | 78% | 81% | 67% | 82% | 88% | 75% | 89% | 96% | 78% | 71% | 86% | |
| Avg Max Increase | 7.77% | 7.01% | 9.07% | 9.31% | 8.36% | 10.63% | 10.74% | 11.31% | 9.76% | 11.07% | 6.30% | |
| Max Increase | 25.68% | 17.53% | 19.33% | 18.14% | 19.50% | 28.10% | 23.37% | 41.95% | 30.49% | 24.23% | 13.78% | |
| Avg Days To Max Increase | 15 | 15 | 26 | 16 | 16 | 12 | 15 | 17 | 15 | 17 | 17 | |
| Avg Max Decline | -1.46% | -1.81% | -2.45% | -1.13% | -1.90% | -1.47% | -2.01% | -2.65% | -2.95% | -3.25% | -1.93% | |
| Max Decline | -4.78% | -8.34% | -4.20% | -7.91% | -7.49% | -6.01% | -13.58% | -9.65% | -15.01% | -10.81% | -5.19% | |
| Avg Days to Max Decline | 9 | 5 | 12 | 6 | 9 | 4 | 9 | 8 | 8 | 8 | 4 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
