|
ScenarioSM Study for April RBOB Gasoline(NYM) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 10 | 20 | 23 | 26 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | |
Closed Higher | 8 | 9 | 14 | 18 | 17 | 12 | 16 | 16 | 17 | 19 | 16 | |
Exceeded High | 7 | 7 | 13 | 15 | 14 | 10 | 10 | 13 | 17 | 16 | 15 | |
Scenario Percentage | 88% | 78% | 93% | 83% | 82% | 83% | 63% | 81% | 100% | 84% | 94% | |
Avg Max Increase | 11.14% | 9.82% | 9.28% | 10.46% | 7.39% | 7.34% | 10.15% | 13.52% | 11.69% | 13.57% | 9.97% | |
Max Increase | 28.83% | 14.66% | 27.24% | 54.45% | 28.85% | 18.46% | 17.20% | 27.12% | 33.52% | 30.03% | 24.67% | |
Avg Days To Max Increase | 15 | 19 | 20 | 17 | 14 | 17 | 23 | 18 | 18 | 18 | 19 | |
Avg Max Decline | 0.06% | -2.63% | -1.85% | -0.95% | -1.19% | -2.63% | -2.33% | -1.94% | -1.81% | -5.06% | -3.25% | |
Max Decline | -2.21% | -11.05% | -11.95% | -7.78% | -8.21% | -9.33% | -5.20% | -8.51% | -9.66% | -17.22% | -10.79% | |
Avg Days to Max Decline | 3 | 3 | 12 | 8 | 9 | 6 | 14 | 6 | 10 | 10 | 5 | |
2016 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | No |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.