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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December NY Harbor ULSD(NYM) as of Jun 08, 2020
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   34 36 37 39 41 41 41 41 41 41 41
Closed Higher   16 18 19 26 25 19 21 25 23 25 15
Exceeded High   15 14 17 25 18 14 19 21 21 21 10
Scenario Percentage   94% 78% 89% 96% 72% 74% 90% 84% 91% 84% 67%
Avg Max Increase   7.53% 10.37% 10.04% 10.51% 8.23% 9.02% 9.80% 12.97% 10.25% 7.83% 6.83%
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 15 17 17 15 18 17 14 13 18
Avg Max Decline   -1.51% -1.45% -1.92% -2.10% -2.28% -1.54% -3.35% -2.74% -2.87% -2.89% -1.66%
Max Decline   -6.64% -5.08% -12.74% -8.02% -11.13% -5.77% -15.93% -11.22% -14.50% -13.85% -2.99%
Avg Days to Max Decline   8 6 8 5 8 4 12 8 7 5 3
2019 Contract Condition     Yes Yes   Yes   Yes Yes   Yes  
Action     Yes Yes   No   Yes Yes   No  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   34 36 37 39 41 41 41 41 41 41 41
Closed Lower   18 18 18 13 16 22 20 16 18 16 26
Penetrated Low   13 11 10 9 9 16 15 9 12 14 19
Scenario Percentage   72% 61% 56% 69% 56% 73% 75% 56% 67% 88% 73%
Avg Max Decline   11.03% 10.32% 5.79% 7.20% 7.71% 7.97% 9.16% 9.52% 12.01% 11.46% 9.88%
Max Decline   22.55% 34.29% 19.09% 14.29% 20.65% 18.72% 27.10% 24.22% 41.23% 43.86% 21.31%
Avg Days To Max Decline   18 16 9 11 18 17 18 17 16 14 18
Avg Max Increase   -4.04% -1.57% -1.76% -3.13% -3.87% -1.04% -2.03% -3.45% -1.99% -4.00% -2.26%
Max Increase   -9.89% -6.11% -10.40% -7.19% -6.95% -6.42% -7.66% -19.25% -5.86% -20.44% -6.10%
Avg Days to Max Increase   9 4 9 6 18 4 9 15 12 8 4
2019 Contract Condition   Yes     Yes   Yes     Yes   Yes
Action   No     Yes   Yes     No   Not Yet
High 225.10 197.69 196.37 208.28 208.08 216.85 215.29 200.17 203.36 196.72 208.72 197.99
Low 183.90 167.68 169.83 191.19 198.74 202.70 185.81 177.82 187.32 175.80 178.25 181.51
Close/Last 186.67 172.75 192.17 206.18 202.30 211.83 187.08 196.15 198.01 184.03 188.84 187.58

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