MRCI Online
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| ScenarioSM Study for April RBOB Gasoline(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 15 | 25 | 28 | 31 | 35 | 35 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 12 | 12 | 17 | 21 | 21 | 16 | 18 | 20 | 21 | 22 | 18 | |
| Exceeded High | 10 | 9 | 16 | 17 | 17 | 14 | 12 | 17 | 21 | 18 | 17 | |
| Scenario Percentage | 83% | 75% | 94% | 81% | 81% | 88% | 67% | 85% | 100% | 82% | 94% | |
| Avg Max Increase | 12.73% | 9.35% | 8.56% | 10.21% | 8.04% | 7.46% | 9.89% | 13.61% | 11.54% | 15.19% | 10.23% | |
| Max Increase | 35.19% | 14.66% | 27.24% | 54.45% | 28.85% | 18.46% | 17.20% | 27.12% | 33.52% | 31.18% | 24.67% | |
| Avg Days To Max Increase | 16 | 18 | 21 | 18 | 15 | 16 | 23 | 18 | 17 | 19 | 19 | |
| Avg Max Decline | -0.91% | -2.15% | -2.09% | -1.11% | -1.44% | -2.36% | -2.05% | -1.89% | -1.91% | -4.56% | -3.13% | |
| Max Decline | -5.74% | -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 | 11 | 8 | 8 | 5 | 15 | 5 | 9 | 9 | 5 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | 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.
