MRCI Online
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| ScenarioSM Study for May RBOB Gasoline(NYM) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 13 | 24 | 26 | 28 | 31 | 32 | 33 | 33 | 33 | 33 | 33 | |
| Closed Higher | 7 | 13 | 15 | 16 | 12 | 18 | 18 | 18 | 20 | 17 | 24 | |
| Exceeded High | 6 | 12 | 14 | 13 | 10 | 12 | 15 | 18 | 18 | 17 | 19 | |
| Scenario Percentage | 86% | 92% | 93% | 81% | 83% | 67% | 83% | 100% | 90% | 100% | 79% | |
| Avg Max Increase | 7.42% | 8.89% | 10.05% | 8.22% | 7.99% | 10.04% | 12.73% | 10.86% | 12.65% | 17.50% | 10.06% | |
| 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 | 17 | 17 | 16 | 15 | 24 | 17 | 18 | 19 | 19 | 20 | |
| Avg Max Decline | -0.45% | -1.69% | -1.33% | -1.09% | -1.68% | -1.85% | -1.74% | -1.94% | -4.68% | -4.04% | -2.91% | |
| Max Decline | -3.30% | -11.73% | -7.94% | -3.56% | -7.87% | -5.12% | -8.63% | -9.31% | -17.17% | -14.16% | -8.74% | |
| Avg Days to Max Decline | 2 | 14 | 8 | 8 | 6 | 17 | 6 | 9 | 10 | 10 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
