|
ScenarioSM Study for August RBOB Gasoline(NYM) as of Oct 20, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 17 | 27 | 28 | 29 | 32 | 32 | 34 | 34 | 34 | 34 | 34 | |
Closed Higher | 10 | 12 | 15 | 13 | 17 | 19 | 19 | 26 | 24 | 19 | 16 | |
Exceeded High | 7 | 10 | 10 | 12 | 16 | 16 | 19 | 23 | 20 | 15 | 11 | |
Scenario Percentage | 70% | 83% | 67% | 92% | 94% | 84% | 100% | 88% | 83% | 79% | 69% | |
Avg Max Increase | 9.93% | 7.63% | 7.71% | 9.91% | 9.02% | 14.42% | 12.40% | 10.95% | 10.47% | 9.67% | 8.99% | |
Max Increase | 27.22% | 17.17% | 13.02% | 20.89% | 20.34% | 33.07% | 26.78% | 30.63% | 41.22% | 16.94% | 18.79% | |
Avg Days To Max Increase | 17 | 14 | 24 | 17 | 19 | 20 | 19 | 15 | 16 | 17 | 16 | |
Avg Max Decline | -0.63% | -1.04% | -1.99% | -0.90% | -1.10% | -2.83% | -2.79% | -2.52% | -2.60% | -5.15% | -1.94% | |
Max Decline | -2.71% | -6.20% | -7.66% | -7.68% | -7.85% | -16.59% | -13.61% | -7.23% | -12.59% | -12.28% | -4.69% | |
Avg Days to Max Decline | 4 | 4 | 12 | 7 | 8 | 9 | 8 | 6 | 7 | 11 | 4 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.