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ScenarioSM Study for September NY Harbor ULSD(NYM) as of Dec 30, 2016 | ||||||||||||
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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 | 28 | 31 | 32 | 33 | 34 | 35 | 37 | 37 | 37 | 37 | 37 | |
Closed Higher | 12 | 15 | 14 | 14 | 15 | 18 | 25 | 24 | 18 | 18 | 20 | |
Exceeded High | 10 | 9 | 10 | 13 | 12 | 17 | 24 | 19 | 13 | 17 | 17 | |
Scenario Percentage | 83% | 60% | 71% | 93% | 80% | 94% | 96% | 79% | 72% | 94% | 85% | |
Avg Max Increase | 6.81% | 8.95% | 9.30% | 8.52% | 11.56% | 10.24% | 10.37% | 8.44% | 10.08% | 11.28% | 11.74% | |
Max Increase | 17.20% | 18.97% | 18.12% | 19.08% | 28.33% | 22.76% | 42.06% | 27.26% | 24.33% | 26.28% | 65.72% | |
Avg Days To Max Increase | 14 | 26 | 18 | 15 | 12 | 15 | 17 | 16 | 16 | 17 | 16 | |
Avg Max Decline | -1.23% | -2.34% | -1.58% | -1.64% | -1.50% | -1.77% | -2.56% | -2.78% | -2.50% | -3.63% | -0.92% | |
Max Decline | -7.03% | -4.10% | -7.77% | -7.22% | -5.82% | -13.21% | -9.53% | -13.97% | -6.75% | -17.00% | -4.44% | |
Avg Days to Max Decline | 5 | 11 | 8 | 9 | 5 | 9 | 8 | 8 | 8 | 13 | 3 | |
2016 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.