MRCI Online
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| ScenarioSM Study for November 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 33 | 37 | 39 | 40 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 19 | 19 | 22 | 28 | 28 | 22 | 24 | 27 | 25 | 27 | |
| Exceeded High | 13 | 18 | 15 | 20 | 27 | 22 | 17 | 22 | 24 | 23 | 20 | |
| Scenario Percentage | 72% | 95% | 79% | 91% | 96% | 79% | 77% | 92% | 89% | 92% | 74% | |
| Avg Max Increase | 9.37% | 9.07% | 13.04% | 10.85% | 12.87% | 11.27% | 9.60% | 10.61% | 13.16% | 11.25% | 5.53% | |
| Max Increase | 17.86% | 23.81% | 32.29% | 26.47% | 51.12% | 53.09% | 23.81% | 30.94% | 76.22% | 39.38% | 15.65% | |
| Avg Days To Max Increase | 17 | 15 | 12 | 16 | 19 | 16 | 14 | 16 | 18 | 14 | 14 | |
| Avg Max Decline | -1.08% | -1.31% | -1.09% | -1.99% | -2.31% | -2.13% | -1.28% | -3.30% | -3.40% | -3.44% | -2.13% | |
| Max Decline | -7.40% | -6.74% | -4.81% | -12.84% | -8.88% | -11.99% | -5.77% | -16.48% | -13.59% | -16.08% | -13.24% | |
| Avg Days to Max Decline | 7 | 7 | 4 | 10 | 7 | 8 | 7 | 11 | 9 | 9 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | 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.
