MRCI Online
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| ScenarioSM Study for October NY Harbor ULSD(NYM) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 37 | 39 | 41 | 41 | 42 | 42 | 44 | 44 | 44 | 44 | |
| Closed Higher | 15 | 19 | 19 | 19 | 21 | 26 | 27 | 21 | 22 | 27 | 24 | |
| Exceeded High | 9 | 15 | 18 | 14 | 19 | 25 | 21 | 17 | 21 | 23 | 17 | |
| Scenario Percentage | 60% | 79% | 95% | 74% | 90% | 96% | 78% | 81% | 95% | 85% | 71% | |
| Avg Max Increase | 6.55% | 9.19% | 9.37% | 14.26% | 11.07% | 11.84% | 9.47% | 9.87% | 11.30% | 14.21% | 9.32% | |
| Max Increase | 10.87% | 18.00% | 24.72% | 35.45% | 28.48% | 41.86% | 27.65% | 23.89% | 35.23% | 79.92% | 40.09% | |
| Avg Days To Max Increase | 23 | 16 | 16 | 13 | 16 | 18 | 16 | 15 | 17 | 16 | 18 | |
| Avg Max Decline | -1.53% | -1.09% | -1.34% | -1.21% | -1.83% | -2.58% | -2.47% | -1.77% | -3.48% | -2.84% | -1.26% | |
| Max Decline | -2.90% | -7.43% | -7.00% | -4.92% | -13.08% | -9.29% | -13.06% | -6.25% | -16.96% | -13.63% | -5.04% | |
| Avg Days to Max Decline | 6 | 6 | 7 | 4 | 9 | 5 | 8 | 6 | 12 | 7 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
