MRCI Online
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| ScenarioSM Study for December NY Harbor ULSD(NYM) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 27 | 29 | 30 | 32 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 13 | 15 | 15 | 23 | 21 | 17 | 16 | 22 | 18 | 21 | 14 | |
| Exceeded High | 13 | 12 | 14 | 22 | 15 | 13 | 16 | 18 | 18 | 18 | 9 | |
| Scenario Percentage | 100% | 80% | 93% | 96% | 71% | 76% | 100% | 82% | 100% | 86% | 64% | |
| Avg Max Increase | 8.18% | 11.19% | 11.57% | 10.34% | 8.45% | 9.36% | 10.56% | 13.94% | 10.16% | 8.08% | 7.11% | |
| Max Increase | 21.40% | 28.35% | 23.37% | 42.04% | 28.68% | 24.91% | 24.98% | 74.87% | 38.50% | 21.61% | 18.25% | |
| Avg Days To Max Increase | 15 | 14 | 14 | 17 | 18 | 15 | 17 | 16 | 14 | 13 | 17 | |
| Avg Max Decline | -1.54% | -1.62% | -1.24% | -1.83% | -2.09% | -1.52% | -3.29% | -2.00% | -2.88% | -3.06% | -1.59% | |
| Max Decline | -6.64% | -5.08% | -4.52% | -7.19% | -11.13% | -5.77% | -15.93% | -8.30% | -14.50% | -13.85% | -2.99% | |
| Avg Days to Max Decline | 9 | 6 | 8 | 5 | 9 | 5 | 13 | 8 | 7 | 5 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
