MRCI Online
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| ScenarioSM Study for August Natural Gas(NYM) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 31 | 31 | |
| Closed Higher | 14 | 16 | 11 | 9 | 12 | 15 | 17 | 20 | 19 | 13 | 12 | |
| Exceeded High | 11 | 12 | 8 | 7 | 9 | 13 | 14 | 20 | 18 | 9 | 5 | |
| Scenario Percentage | 79% | 75% | 73% | 78% | 75% | 87% | 82% | 100% | 95% | 69% | 42% | |
| Avg Max Increase | 8.13% | 6.73% | 7.57% | 10.73% | 14.61% | 14.62% | 17.30% | 15.05% | 14.06% | 15.25% | 9.37% | |
| Max Increase | 23.34% | 15.36% | 15.93% | 26.45% | 41.51% | 29.66% | 48.98% | 52.12% | 47.41% | 28.82% | 18.75% | |
| Avg Days To Max Increase | 19 | 17 | 14 | 21 | 19 | 23 | 17 | 16 | 14 | 19 | 14 | |
| Avg Max Decline | -2.26% | -3.61% | -2.61% | -2.38% | -1.80% | -3.22% | -2.64% | -3.93% | -5.14% | -5.75% | -3.74% | |
| Max Decline | -4.89% | -13.01% | -9.95% | -4.92% | -5.68% | -5.42% | -6.66% | -8.17% | -12.70% | -12.50% | -12.28% | |
| Avg Days to Max Decline | 9 | 10 | 5 | 18 | 7 | 10 | 9 | 12 | 10 | 12 | 5 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
