MRCI Online
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| ScenarioSM Study for July RBOB Gasoline(NYM) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 15 | 24 | 27 | 28 | 32 | 35 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 9 | 13 | 12 | 16 | 17 | 19 | 22 | 17 | 26 | 26 | 19 | |
| Exceeded High | 7 | 10 | 10 | 12 | 15 | 18 | 19 | 17 | 22 | 22 | 11 | |
| Scenario Percentage | 78% | 77% | 83% | 75% | 88% | 95% | 86% | 100% | 85% | 85% | 58% | |
| Avg Max Increase | 5.34% | 6.70% | 7.94% | 8.01% | 11.06% | 8.86% | 12.81% | 14.64% | 11.97% | 12.77% | 8.00% | |
| Max Increase | 12.65% | 13.21% | 17.64% | 13.11% | 21.01% | 21.50% | 32.57% | 30.89% | 32.29% | 64.48% | 23.21% | |
| Avg Days To Max Increase | 17 | 16 | 14 | 22 | 17 | 18 | 20 | 21 | 16 | 13 | 19 | |
| Avg Max Decline | -1.59% | -1.93% | -1.09% | -1.90% | -1.22% | -1.47% | -4.07% | -2.91% | -3.30% | -2.31% | -3.08% | |
| Max Decline | -7.41% | -3.52% | -6.49% | -7.78% | -8.06% | -8.15% | -17.05% | -13.80% | -13.26% | -9.95% | -6.34% | |
| Avg Days to Max Decline | 8 | 9 | 5 | 10 | 6 | 9 | 10 | 10 | 5 | 5 | 6 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | No | 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.
