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ScenarioSM Study for June RBOB Gasoline(NYM) as of Oct 20, 2019 | ||||||||||||
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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 | 16 | 26 | 28 | 31 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | |
Closed Higher | 7 | 15 | 16 | 13 | 19 | 18 | 19 | 22 | 17 | 26 | 24 | |
Exceeded High | 6 | 14 | 13 | 11 | 13 | 15 | 19 | 19 | 17 | 23 | 18 | |
Scenario Percentage | 86% | 93% | 81% | 85% | 68% | 83% | 100% | 86% | 100% | 88% | 75% | |
Avg Max Increase | 4.85% | 9.83% | 8.59% | 7.47% | 10.02% | 11.85% | 9.70% | 13.50% | 15.88% | 13.72% | 9.09% | |
Max Increase | 10.27% | 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 | 18 | 18 | 16 | 15 | 24 | 18 | 18 | 21 | 22 | 16 | 16 | |
Avg Max Decline | -3.40% | -1.25% | -1.27% | -1.60% | -2.29% | -1.79% | -1.76% | -4.48% | -2.98% | -3.67% | -2.60% | |
Max Decline | -12.14% | -7.48% | -3.53% | -7.12% | -7.76% | -8.45% | -8.61% | -17.33% | -14.04% | -14.14% | -10.36% | |
Avg Days to Max Decline | 7 | 8 | 8 | 5 | 14 | 6 | 9 | 10 | 10 | 5 | 4 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.