MRCI Online
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| ScenarioSM Study for October NY Harbor ULSD(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 24 | 27 | 29 | 31 | 31 | 32 | 32 | 34 | 34 | 34 | 34 | |
| Closed Higher | 10 | 13 | 13 | 15 | 15 | 23 | 21 | 16 | 16 | 22 | 18 | |
| Exceeded High | 6 | 10 | 13 | 11 | 14 | 22 | 16 | 13 | 16 | 18 | 15 | |
| Scenario Percentage | 60% | 77% | 100% | 73% | 93% | 96% | 76% | 81% | 100% | 82% | 83% | |
| Avg Max Increase | 6.89% | 8.88% | 8.31% | 12.09% | 11.73% | 10.43% | 8.47% | 9.46% | 11.54% | 15.42% | 9.23% | |
| Max Increase | 10.87% | 18.00% | 18.64% | 28.21% | 23.24% | 41.86% | 27.24% | 23.89% | 26.34% | 79.92% | 40.09% | |
| Avg Days To Max Increase | 24 | 15 | 16 | 13 | 14 | 16 | 16 | 16 | 18 | 15 | 19 | |
| Avg Max Decline | -1.83% | -1.44% | -1.37% | -1.33% | -1.14% | -2.36% | -2.40% | -2.10% | -3.46% | -1.74% | -1.53% | |
| Max Decline | -2.90% | -7.43% | -7.00% | -4.92% | -4.83% | -9.29% | -13.06% | -6.25% | -16.96% | -8.90% | -7.16% | |
| Avg Days to Max Decline | 7 | 7 | 9 | 5 | 8 | 5 | 8 | 8 | 12 | 5 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
