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ScenarioSM Study for July RBOB Gasoline(NYM) as of Dec 30, 2011 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 6 | 15 | 18 | 19 | 23 | 26 | 26 | 26 | 26 | 26 | 26 | |
Closed Higher | 4 | 7 | 8 | 10 | 11 | 14 | 18 | 13 | 21 | 20 | 13 | |
Exceeded High | 4 | 6 | 7 | 6 | 9 | 13 | 16 | 13 | 19 | 17 | 8 | |
Scenario Percentage | 100% | 86% | 88% | 60% | 82% | 93% | 89% | 100% | 90% | 85% | 62% | |
Avg Max Increase | 3.70% | 5.33% | 8.38% | 8.41% | 12.46% | 9.71% | 13.03% | 16.75% | 11.81% | 11.18% | 6.60% | |
Max Increase | 4.39% | 10.73% | 17.64% | 12.61% | 21.01% | 21.50% | 32.57% | 30.89% | 32.29% | 43.55% | 12.35% | |
Avg Days To Max Increase | 14 | 15 | 17 | 24 | 15 | 19 | 20 | 20 | 15 | 11 | 18 | |
Avg Max Decline | -1.22% | -2.01% | -1.35% | -1.34% | -0.79% | -1.58% | -4.75% | -2.29% | -3.30% | -1.42% | -2.91% | |
Max Decline | -7.41% | -3.52% | -6.49% | -3.35% | -8.06% | -8.15% | -17.05% | -6.69% | -13.26% | -3.89% | -6.34% | |
Avg Days to Max Decline | 8 | 14 | 6 | 16 | 4 | 10 | 11 | 9 | 6 | 4 | 7 | |
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.