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ScenarioSM Study for February RBOB Gasoline(NYM) as of Jun 08, 2020 | ||||||||||||
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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 | 13 | 25 | 26 | 29 | 32 | 33 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 7 | 18 | 19 | 15 | 17 | 21 | 18 | 20 | 17 | 16 | 21 | |
Exceeded High | 7 | 17 | 16 | 11 | 16 | 18 | 16 | 17 | 11 | 13 | 20 | |
Scenario Percentage | 100% | 94% | 84% | 73% | 94% | 86% | 89% | 85% | 65% | 81% | 95% | |
Avg Max Increase | 7.92% | 9.81% | 8.67% | 8.49% | 9.11% | 10.79% | 9.41% | 7.68% | 11.29% | 14.03% | 8.35% | |
Max Increase | 12.13% | 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 | 17 | 20 | 17 | 17 | 16 | 15 | 24 | 16 | 14 | |
Avg Max Decline | -4.03% | -2.33% | -1.86% | -2.79% | -2.39% | -1.51% | -2.89% | -2.70% | -2.27% | -3.66% | -1.67% | |
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 | 11 | 9 | 7 | 5 | 17 | 6 | 5 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | No | Yes | No | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.