MRCI Online
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| ScenarioSM Study for September NY Harbor ULSD(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Jul |
| Tested Years | 26 | 29 | 30 | 31 | 32 | 33 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 12 | 14 | 14 | 14 | 15 | 17 | 24 | 22 | 17 | 18 | 20 | |
| Exceeded High | 10 | 9 | 10 | 13 | 12 | 16 | 23 | 17 | 12 | 17 | 17 | |
| Scenario Percentage | 83% | 64% | 71% | 93% | 80% | 94% | 96% | 77% | 71% | 94% | 85% | |
| Avg Max Increase | 6.81% | 8.95% | 9.30% | 8.52% | 11.56% | 10.75% | 9.84% | 8.49% | 10.48% | 10.47% | 10.98% | |
| Max Increase | 17.20% | 18.97% | 18.12% | 19.08% | 28.33% | 22.76% | 42.06% | 27.26% | 24.33% | 24.32% | 65.72% | |
| Avg Days To Max Increase | 14 | 26 | 18 | 15 | 12 | 14 | 16 | 17 | 17 | 15 | 14 | |
| Avg Max Decline | -1.23% | -2.34% | -1.58% | -1.64% | -1.50% | -1.05% | -2.29% | -2.64% | -2.55% | -3.54% | -0.92% | |
| Max Decline | -7.03% | -4.10% | -7.77% | -7.22% | -5.82% | -4.98% | -9.53% | -13.97% | -6.75% | -17.00% | -4.44% | |
| Avg Days to Max Decline | 5 | 11 | 8 | 9 | 5 | 9 | 9 | 9 | 8 | 11 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
