MRCI Online
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| ScenarioSM Study for November 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 7 | 16 | 18 | 20 | 24 | 25 | 25 | 26 | 26 | 26 | 26 | |
| Closed Higher | 4 | 8 | 8 | 13 | 18 | 19 | 12 | 12 | 17 | 16 | 14 | |
| Exceeded High | 3 | 7 | 7 | 13 | 17 | 16 | 10 | 12 | 15 | 16 | 10 | |
| Scenario Percentage | 75% | 88% | 88% | 100% | 94% | 84% | 83% | 100% | 88% | 100% | 71% | |
| Avg Max Increase | 13.06% | 7.27% | 11.21% | 10.77% | 10.17% | 9.57% | 8.09% | 11.32% | 14.58% | 10.74% | 8.20% | |
| Max Increase | 20.71% | 17.16% | 21.12% | 21.93% | 28.31% | 37.88% | 14.84% | 40.62% | 71.91% | 29.31% | 15.24% | |
| Avg Days To Max Increase | 14 | 17 | 17 | 16 | 17 | 16 | 20 | 17 | 18 | 18 | 19 | |
| Avg Max Decline | -1.85% | -1.54% | -4.17% | -1.34% | -2.88% | -1.82% | -2.51% | -3.51% | -1.93% | -4.24% | -1.99% | |
| Max Decline | -7.75% | -7.21% | -16.67% | -6.02% | -9.73% | -9.50% | -6.04% | -16.10% | -9.62% | -14.50% | -4.71% | |
| Avg Days to Max Decline | 17 | 10 | 12 | 7 | 6 | 8 | 12 | 11 | 9 | 12 | 2 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | 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.
