MRCI Online
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| ScenarioSM Study for September RBOB Gasoline(NYM) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 19 | 31 | 33 | 36 | 36 | 37 | 38 | 39 | 39 | 39 | 39 | |
| Closed Higher | 9 | 17 | 16 | 21 | 21 | 22 | 29 | 29 | 22 | 20 | 23 | |
| Exceeded High | 9 | 11 | 15 | 20 | 18 | 20 | 26 | 25 | 19 | 18 | 20 | |
| Scenario Percentage | 100% | 65% | 94% | 95% | 86% | 91% | 90% | 86% | 86% | 90% | 87% | |
| Avg Max Increase | 7.50% | 8.18% | 9.99% | 10.15% | 14.43% | 12.55% | 11.72% | 12.02% | 8.53% | 13.65% | 13.84% | |
| Max Increase | 16.67% | 13.18% | 20.78% | 26.77% | 32.51% | 23.87% | 29.60% | 56.49% | 19.80% | 59.71% | 77.71% | |
| Avg Days To Max Increase | 17 | 24 | 17 | 19 | 18 | 19 | 16 | 16 | 17 | 17 | 20 | |
| Avg Max Decline | -0.73% | -1.71% | -1.69% | -1.45% | -3.05% | -2.08% | -2.83% | -2.52% | -3.94% | -4.33% | -2.89% | |
| Max Decline | -2.63% | -7.54% | -11.27% | -7.57% | -16.73% | -13.47% | -9.33% | -10.88% | -12.09% | -15.86% | -14.12% | |
| Avg Days to Max Decline | 4 | 9 | 7 | 9 | 8 | 8 | 6 | 7 | 12 | 13 | 6 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
