MRCI Online
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| ScenarioSM Study for November RBOB Gasoline(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 10 | 19 | 21 | 23 | 27 | 28 | 28 | 29 | 29 | 29 | 29 | |
| Closed Higher | 6 | 10 | 11 | 15 | 21 | 20 | 12 | 13 | 20 | 18 | 15 | |
| Exceeded High | 5 | 9 | 10 | 15 | 19 | 17 | 10 | 13 | 18 | 17 | 11 | |
| Scenario Percentage | 83% | 90% | 91% | 100% | 90% | 85% | 83% | 100% | 90% | 94% | 73% | |
| Avg Max Increase | 12.23% | 9.52% | 10.94% | 10.40% | 9.54% | 9.01% | 8.09% | 11.58% | 13.52% | 10.74% | 8.32% | |
| Max Increase | 20.71% | 17.79% | 21.12% | 21.93% | 28.31% | 37.88% | 14.84% | 40.62% | 71.91% | 29.31% | 15.24% | |
| Avg Days To Max Increase | 21 | 18 | 18 | 17 | 15 | 16 | 20 | 18 | 18 | 19 | 19 | |
| Avg Max Decline | -1.31% | -0.94% | -3.03% | -1.47% | -2.62% | -1.81% | -2.51% | -3.26% | -2.00% | -4.36% | -2.33% | |
| Max Decline | -7.75% | -7.21% | -16.67% | -6.02% | -9.73% | -9.50% | -6.04% | -16.10% | -9.62% | -14.50% | -5.70% | |
| Avg Days to Max Decline | 13 | 10 | 9 | 8 | 6 | 8 | 12 | 10 | 8 | 12 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
