MRCI Online
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| ScenarioSM Study for May RBOB Gasoline(NYM) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 7 | 18 | 20 | 22 | 25 | 26 | 27 | 27 | 27 | 27 | 27 | |
| Closed Higher | 5 | 11 | 12 | 11 | 10 | 15 | 14 | 14 | 18 | 15 | 21 | |
| Exceeded High | 4 | 11 | 11 | 10 | 8 | 10 | 11 | 14 | 17 | 15 | 17 | |
| Scenario Percentage | 80% | 100% | 92% | 91% | 80% | 67% | 79% | 100% | 94% | 100% | 81% | |
| Avg Max Increase | 8.98% | 8.72% | 10.64% | 8.06% | 7.81% | 10.66% | 14.28% | 12.27% | 13.10% | 19.27% | 10.26% | |
| Max Increase | 14.52% | 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 | 16 | 16 | 16 | 15 | 16 | 23 | 16 | 18 | 19 | 18 | 19 | |
| Avg Max Decline | -0.42% | -1.92% | -0.99% | -0.82% | -1.74% | -1.83% | -1.59% | -1.78% | -4.93% | -3.32% | -2.64% | |
| Max Decline | -3.30% | -11.73% | -7.94% | -3.56% | -7.87% | -5.12% | -8.63% | -9.31% | -17.17% | -8.87% | -8.74% | |
| Avg Days to Max Decline | 2 | 15 | 8 | 10 | 6 | 16 | 5 | 9 | 11 | 8 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
