MRCI Online
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| ScenarioSM Study for May 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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 11 | 22 | 24 | 26 | 29 | 30 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 6 | 13 | 14 | 14 | 10 | 17 | 16 | 16 | 19 | 17 | 23 | |
| Exceeded High | 5 | 12 | 13 | 11 | 8 | 11 | 13 | 16 | 18 | 17 | 17 | |
| Scenario Percentage | 83% | 92% | 93% | 79% | 80% | 65% | 81% | 100% | 95% | 100% | 74% | |
| Avg Max Increase | 8.26% | 8.89% | 10.30% | 7.52% | 7.81% | 10.40% | 13.16% | 11.77% | 12.65% | 17.30% | 10.62% | |
| 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 | 17 | 17 | 17 | 15 | 16 | 24 | 18 | 18 | 19 | 19 | 19 | |
| Avg Max Decline | -0.50% | -1.69% | -1.05% | -0.85% | -1.74% | -1.93% | -1.76% | -1.96% | -4.68% | -4.04% | -2.49% | |
| Max Decline | -3.30% | -11.73% | -7.94% | -3.56% | -7.87% | -5.12% | -8.63% | -9.31% | -17.17% | -14.16% | -8.55% | |
| Avg Days to Max Decline | 2 | 14 | 8 | 10 | 6 | 15 | 5 | 10 | 10 | 10 | 3 | |
| 2016 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | No | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
