MRCI Online
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| ScenarioSM Study for June RBOB Gasoline(NYM) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 8 | 18 | 20 | 23 | 25 | 26 | 26 | 26 | 26 | 26 | 26 | |
| Closed Higher | 4 | 11 | 10 | 10 | 14 | 13 | 14 | 18 | 13 | 21 | 19 | |
| Exceeded High | 4 | 11 | 9 | 8 | 9 | 10 | 14 | 16 | 13 | 20 | 15 | |
| Scenario Percentage | 100% | 100% | 90% | 80% | 64% | 77% | 100% | 89% | 100% | 95% | 79% | |
| Avg Max Increase | 4.35% | 10.36% | 8.45% | 7.64% | 10.87% | 13.43% | 10.15% | 13.73% | 18.22% | 13.82% | 10.00% | |
| Max Increase | 6.66% | 52.68% | 28.27% | 17.83% | 17.58% | 23.63% | 23.34% | 32.68% | 36.66% | 36.31% | 33.03% | |
| Avg Days To Max Increase | 12 | 17 | 15 | 16 | 25 | 16 | 19 | 21 | 21 | 15 | 14 | |
| Avg Max Decline | -3.67% | -0.83% | -0.89% | -1.85% | -1.66% | -1.44% | -1.80% | -5.21% | -2.32% | -3.71% | -1.91% | |
| Max Decline | -12.14% | -7.48% | -3.53% | -7.12% | -5.04% | -8.45% | -8.61% | -17.33% | -7.19% | -14.14% | -9.92% | |
| Avg Days to Max Decline | 6 | 8 | 11 | 5 | 17 | 4 | 10 | 11 | 9 | 6 | 4 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | 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.
