MRCI Online
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| ScenarioSM Study for August RBOB Gasoline(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 12 | 22 | 23 | 24 | 27 | 27 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 6 | 9 | 12 | 11 | 15 | 17 | 17 | 23 | 20 | 15 | 14 | |
| Exceeded High | 4 | 7 | 8 | 10 | 14 | 15 | 17 | 20 | 17 | 13 | 10 | |
| Scenario Percentage | 67% | 78% | 67% | 91% | 93% | 88% | 100% | 87% | 85% | 87% | 71% | |
| Avg Max Increase | 9.36% | 8.05% | 7.12% | 9.88% | 9.84% | 14.32% | 12.64% | 10.63% | 11.27% | 10.28% | 9.15% | |
| Max Increase | 27.22% | 17.17% | 11.94% | 20.89% | 20.34% | 33.07% | 26.78% | 30.63% | 41.22% | 16.94% | 18.79% | |
| Avg Days To Max Increase | 17 | 16 | 23 | 18 | 20 | 20 | 19 | 14 | 15 | 16 | 16 | |
| Avg Max Decline | 0.20% | -1.45% | -1.39% | -0.92% | -1.05% | -2.99% | -2.19% | -2.42% | -2.01% | -4.58% | -1.96% | |
| Max Decline | -2.71% | -6.20% | -3.08% | -7.68% | -7.85% | -16.59% | -6.78% | -7.23% | -12.59% | -11.35% | -4.69% | |
| Avg Days to Max Decline | 6 | 6 | 13 | 7 | 9 | 9 | 8 | 6 | 7 | 10 | 4 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | No | Yes | Yes | 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.
