MRCI Online
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| ScenarioSM Study for March RBOB Gasoline(NYM) as of May 10, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 20 | 29 | 32 | 33 | 36 | 37 | 38 | 39 | 39 | 39 | 39 | |
| Closed Higher | 13 | 20 | 18 | 19 | 24 | 18 | 19 | 19 | 17 | 24 | 25 | |
| Exceeded High | 12 | 17 | 14 | 18 | 21 | 15 | 18 | 11 | 14 | 24 | 16 | |
| Scenario Percentage | 92% | 85% | 78% | 95% | 88% | 83% | 95% | 58% | 82% | 100% | 64% | |
| Avg Max Increase | 10.73% | 9.66% | 8.90% | 9.30% | 9.85% | 9.32% | 7.52% | 11.12% | 13.74% | 12.33% | 11.15% | |
| Max Increase | 24.62% | 32.02% | 15.22% | 26.75% | 57.53% | 31.03% | 20.25% | 18.41% | 28.04% | 34.52% | 22.63% | |
| Avg Days To Max Increase | 21 | 16 | 20 | 18 | 18 | 13 | 13 | 23 | 18 | 17 | 17 | |
| Avg Max Decline | -1.33% | -1.51% | -2.35% | -2.50% | -1.98% | -1.78% | -2.07% | -2.02% | -3.35% | -2.97% | -2.42% | |
| Max Decline | -5.80% | -7.25% | -9.40% | -13.08% | -13.67% | -10.27% | -10.51% | -5.76% | -12.03% | -11.73% | -13.95% | |
| Avg Days to Max Decline | 6 | 6 | 11 | 11 | 10 | 6 | 4 | 16 | 5 | 10 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
