MRCI Online
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| ScenarioSM Study for July RBOB Gasoline(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 3 | 12 | 15 | 16 | 20 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 2 | 7 | 7 | 8 | 9 | 13 | 16 | 11 | 18 | 17 | 12 | |
| Exceeded High | 2 | 6 | 6 | 5 | 7 | 12 | 14 | 11 | 16 | 14 | 7 | |
| Scenario Percentage | 100% | 86% | 86% | 63% | 78% | 92% | 88% | 100% | 89% | 82% | 58% | |
| Avg Max Increase | 3.91% | 5.33% | 8.73% | 7.57% | 13.13% | 9.02% | 12.77% | 17.49% | 11.01% | 10.31% | 5.91% | |
| Max Increase | 4.39% | 10.73% | 17.64% | 12.12% | 21.01% | 21.50% | 32.57% | 30.89% | 26.93% | 37.86% | 12.35% | |
| Avg Days To Max Increase | 23 | 15 | 18 | 23 | 13 | 19 | 19 | 19 | 16 | 12 | 18 | |
| Avg Max Decline | -4.78% | -2.01% | -1.39% | -1.42% | -0.10% | -1.59% | -4.09% | -2.06% | -3.47% | -1.43% | -3.06% | |
| Max Decline | -7.41% | -3.52% | -6.49% | -3.35% | -3.19% | -8.15% | -14.62% | -6.69% | -13.26% | -3.89% | -6.34% | |
| Avg Days to Max Decline | 14 | 14 | 3 | 14 | 3 | 11 | 11 | 9 | 5 | 4 | 8 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
