MRCI Online
|
| ScenarioSM Study for May RBOB Gasoline(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 3 | 14 | 16 | 18 | 21 | 22 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 3 | 9 | 9 | 11 | 9 | 12 | 11 | 12 | 15 | 11 | 17 | |
| Exceeded High | 2 | 9 | 9 | 10 | 7 | 8 | 8 | 12 | 14 | 11 | 14 | |
| Scenario Percentage | 67% | 100% | 100% | 91% | 78% | 67% | 73% | 100% | 93% | 100% | 82% | |
| Avg Max Increase | 6.88% | 9.51% | 12.21% | 8.06% | 7.97% | 11.03% | 15.53% | 10.96% | 12.63% | 21.98% | 11.16% | |
| Max Increase | 6.99% | 26.43% | 52.64% | 28.22% | 17.98% | 17.01% | 24.88% | 26.92% | 31.39% | 47.38% | 22.82% | |
| Avg Days To Max Increase | 19 | 18 | 18 | 15 | 17 | 24 | 14 | 17 | 18 | 19 | 20 | |
| Avg Max Decline | -0.05% | -0.81% | -1.72% | -0.82% | -1.83% | -1.79% | -0.78% | -2.03% | -4.50% | -3.14% | -3.08% | |
| Max Decline | -0.19% | -6.34% | -7.94% | -3.56% | -7.87% | -5.12% | -2.64% | -9.31% | -14.65% | -8.87% | -8.74% | |
| Avg Days to Max Decline | 1 | 16 | 9 | 10 | 4 | 17 | 3 | 10 | 11 | 9 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| 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.
