MRCI Online
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| ScenarioSM Study for August RBOB Gasoline(NYM) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 8 | 18 | 19 | 20 | 23 | 23 | 25 | 25 | 25 | 25 | 25 | |
| Closed Higher | 4 | 8 | 9 | 8 | 12 | 14 | 14 | 20 | 18 | 14 | 13 | |
| Exceeded High | 3 | 6 | 5 | 7 | 11 | 12 | 14 | 19 | 15 | 12 | 10 | |
| Scenario Percentage | 75% | 75% | 56% | 88% | 92% | 86% | 100% | 95% | 83% | 86% | 77% | |
| Avg Max Increase | 11.78% | 8.37% | 6.98% | 10.39% | 8.93% | 15.08% | 13.72% | 10.73% | 12.22% | 10.09% | 8.96% | |
| Max Increase | 27.22% | 17.17% | 11.02% | 20.89% | 20.34% | 33.07% | 26.78% | 30.63% | 41.22% | 16.94% | 18.79% | |
| Avg Days To Max Increase | 19 | 17 | 24 | 13 | 19 | 19 | 18 | 15 | 16 | 15 | 15 | |
| Avg Max Decline | 0.64% | -1.50% | -0.99% | -0.86% | -0.89% | -3.49% | -2.05% | -2.54% | -1.97% | -4.83% | -1.96% | |
| Max Decline | -2.71% | -6.20% | -2.70% | -7.68% | -7.85% | -16.59% | -6.78% | -7.23% | -12.59% | -11.35% | -4.69% | |
| Avg Days to Max Decline | 6 | 4 | 15 | 7 | 9 | 11 | 6 | 7 | 7 | 11 | 4 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | 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.
