MRCI Online
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| ScenarioSM Study for October NY Harbor ULSD(NYM) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 20 | 23 | 25 | 27 | 27 | 28 | 28 | 30 | 30 | 30 | 30 |
| Closed Higher | 8 | 9 | 12 | 12 | 12 | 20 | 19 | 16 | 15 | 18 | 16 |
| Exceeded High | 5 | 7 | 12 | 8 | 11 | 19 | 15 | 13 | 15 | 14 | 14 |
| Scenario Percentage | 62% | 78% | 100% | 67% | 92% | 95% | 79% | 81% | 100% | 78% | 88% |
| Avg Max Increase | 7.29% | 9.27% | 7.45% | 13.12% | 12.44% | 11.23% | 8.93% | 9.46% | 11.46% | 17.78% | 9.70% |
| Max Increase | 10.87% | 15.59% | 17.88% | 28.21% | 23.24% | 41.86% | 27.24% | 23.89% | 26.34% | 79.92% | 40.09% |
| Avg Days To Max Increase | 26 | 12 | 15 | 14 | 13 | 18 | 17 | 16 | 17 | 16 | 19 |
| Avg Max Decline | -1.68% | -0.86% | -1.31% | -1.62% | -1.21% | -2.66% | -2.62% | -2.10% | -3.67% | -1.78% | -1.49% |
| Max Decline | -2.90% | -2.23% | -7.00% | -4.92% | -4.83% | -9.29% | -13.06% | -6.25% | -16.96% | -8.90% | -7.16% |
| Avg Days to Max Decline | 8 | 7 | 9 | 5 | 9 | 6 | 9 | 8 | 13 | 6 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
