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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for November NY Harbor ULSD(NYM) as of Jul 31, 2017
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 Sep
Tested Years   26 30 32 33 36 37 38 38 38 38 38
Closed Higher   13 14 15 18 26 24 18 18 22 21 22
Exceeded High   9 13 12 17 25 19 14 17 19 19 17
Scenario Percentage   69% 93% 80% 94% 96% 79% 78% 94% 86% 90% 77%
Avg Max Increase   8.52% 8.08% 11.11% 10.38% 12.18% 10.53% 8.89% 10.91% 14.06% 10.41% 5.34%
Max Increase   17.86% 18.20% 28.01% 23.28% 51.12% 53.09% 23.81% 24.96% 76.22% 39.38% 15.65%
Avg Days To Max Increase   18 15 12 15 18 15 14 17 18 13 14
Avg Max Decline   -1.52% -1.30% -1.17% -1.96% -2.36% -2.18% -1.52% -3.26% -2.54% -3.07% -2.17%
Max Decline   -7.40% -6.74% -4.81% -12.84% -8.88% -11.99% -5.77% -16.48% -8.55% -15.12% -13.24%
Avg Days to Max Decline   9 9 5 9 7 8 7 11 9 8 3
2017 Contract Condition   Yes Yes   Yes         Yes    
Action   Yes Yes   No         Not Yet    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   26 30 32 33 36 37 38 38 38 38 38
Closed Lower   13 16 17 15 10 13 20 20 16 17 16
Penetrated Low   10 12 10 9 8 8 14 16 10 11 11
Scenario Percentage   77% 75% 59% 60% 80% 62% 70% 80% 63% 65% 69%
Avg Max Decline   12.59% 13.28% 10.47% 5.16% 6.53% 7.15% 8.21% 9.81% 11.00% 12.92% 8.69%
Max Decline   32.82% 32.60% 34.45% 18.95% 14.57% 20.84% 19.14% 27.27% 23.89% 41.36% 34.78%
Avg Days To Max Decline   18 18 15 9 14 15 18 16 17 15 17
Avg Max Increase   -1.52% -3.48% -1.56% -1.37% -2.34% -3.56% -1.44% -2.12% -3.45% -2.04% -2.22%
Max Increase   -5.51% -10.05% -6.01% -5.12% -5.55% -7.55% -6.77% -7.93% -19.87% -6.87% -6.54%
Avg Days to Max Increase   6 7 5 9 8 14 5 9 11 12 6
2017 Contract Condition       Yes   Yes Yes Yes Yes      
Action       Yes   Yes Yes Yes Not Yet      
High 172.00 166.48 179.86 182.06 174.52 172.36 171.84 166.43 157.70 167.64    
Low 160.92 150.26 170.20 169.65 167.17 154.98 154.90 143.00 139.42 145.12    
Close/Last 160.92 166.04 179.10 170.29 170.69 162.77 156.19 155.88 150.78 167.16    

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Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.