MRCI Online
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| ScenarioSM Study for February RBOB Gasoline(NYM) as of May 10, 2024 | ||||||||||||
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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 | 17 | 29 | 30 | 33 | 36 | 37 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 9 | 20 | 21 | 18 | 20 | 24 | 19 | 21 | 19 | 17 | 24 | |
| Exceeded High | 9 | 19 | 18 | 14 | 19 | 21 | 16 | 18 | 12 | 14 | 23 | |
| Scenario Percentage | 100% | 95% | 86% | 78% | 95% | 88% | 84% | 86% | 63% | 82% | 96% | |
| Avg Max Increase | 9.57% | 10.45% | 9.44% | 9.07% | 9.38% | 10.33% | 9.41% | 7.95% | 11.13% | 15.17% | 9.05% | |
| Max Increase | 19.13% | 25.45% | 33.12% | 15.86% | 27.86% | 60.66% | 32.50% | 20.66% | 20.48% | 30.09% | 18.16% | |
| Avg Days To Max Increase | 23 | 19 | 17 | 20 | 17 | 18 | 16 | 15 | 22 | 17 | 16 | |
| Avg Max Decline | -3.07% | -2.13% | -1.82% | -2.64% | -2.58% | -2.13% | -2.89% | -2.59% | -2.14% | -3.60% | -2.05% | |
| Max Decline | -13.18% | -8.60% | -7.88% | -9.89% | -13.16% | -14.00% | -10.51% | -10.64% | -6.43% | -12.74% | -9.79% | |
| Avg Days to Max Decline | 7 | 6 | 7 | 10 | 12 | 10 | 7 | 5 | 16 | 5 | 5 | |
| 2024 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
