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ScenarioSM Study for February RBOB Gasoline(NYM) as of Jan 01, 2019 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 11 | 23 | 24 | 27 | 30 | 31 | 33 | 33 | 33 | 33 | 33 | |
Closed Higher | 6 | 16 | 17 | 14 | 15 | 20 | 17 | 18 | 16 | 15 | 20 | |
Exceeded High | 6 | 15 | 15 | 11 | 14 | 18 | 15 | 15 | 10 | 12 | 19 | |
Scenario Percentage | 100% | 94% | 88% | 79% | 93% | 90% | 88% | 83% | 63% | 80% | 95% | |
Avg Max Increase | 7.22% | 9.56% | 8.68% | 8.49% | 9.99% | 10.79% | 9.40% | 7.62% | 11.16% | 14.12% | 8.45% | |
Max Increase | 11.65% | 25.45% | 33.12% | 15.86% | 27.86% | 60.66% | 32.50% | 20.66% | 20.48% | 26.51% | 18.16% | |
Avg Days To Max Increase | 24 | 17 | 16 | 20 | 17 | 17 | 17 | 15 | 24 | 17 | 15 | |
Avg Max Decline | -4.31% | -2.47% | -1.80% | -2.79% | -2.34% | -1.51% | -2.88% | -2.75% | -2.47% | -3.79% | -1.56% | |
Max Decline | -13.18% | -8.60% | -7.88% | -9.89% | -13.16% | -8.84% | -10.51% | -10.64% | -6.43% | -12.74% | -7.44% | |
Avg Days to Max Decline | 9 | 6 | 8 | 8 | 12 | 9 | 7 | 6 | 16 | 6 | 5 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | 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.