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ScenarioSM Study for July 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 14 | 23 | 26 | 27 | 31 | 34 | 34 | 34 | 34 | 34 | 34 | |
Closed Higher | 8 | 13 | 11 | 15 | 16 | 18 | 22 | 17 | 26 | 25 | 18 | |
Exceeded High | 7 | 10 | 10 | 11 | 14 | 17 | 19 | 17 | 22 | 21 | 9 | |
Scenario Percentage | 88% | 77% | 91% | 73% | 88% | 94% | 86% | 100% | 85% | 84% | 50% | |
Avg Max Increase | 5.34% | 6.70% | 7.94% | 7.71% | 11.01% | 9.09% | 12.81% | 14.64% | 11.97% | 10.31% | 6.87% | |
Max Increase | 12.65% | 13.21% | 17.64% | 13.11% | 21.01% | 21.50% | 32.57% | 30.89% | 32.29% | 43.55% | 12.35% | |
Avg Days To Max Increase | 17 | 16 | 14 | 22 | 18 | 19 | 20 | 21 | 16 | 13 | 15 | |
Avg Max Decline | -1.59% | -1.93% | -1.09% | -2.11% | -1.24% | -1.58% | -4.07% | -2.91% | -3.30% | -2.16% | -2.59% | |
Max Decline | -7.41% | -3.52% | -6.49% | -7.78% | -8.06% | -8.15% | -17.05% | -13.80% | -13.26% | -9.95% | -6.00% | |
Avg Days to Max Decline | 8 | 9 | 5 | 11 | 6 | 9 | 10 | 10 | 5 | 5 | 4 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.