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ScenarioSM Study for December RBOB Gasoline(NYM) as of Jan 01, 2013 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 9 | 20 | 22 | 24 | 26 | 28 | 28 | 28 | 28 | 28 | 28 | |
Closed Higher | 5 | 9 | 14 | 17 | 18 | 12 | 12 | 19 | 15 | 16 | 15 | |
Exceeded High | 5 | 8 | 13 | 15 | 16 | 9 | 12 | 17 | 14 | 13 | 7 | |
Scenario Percentage | 100% | 89% | 93% | 88% | 89% | 75% | 100% | 89% | 93% | 81% | 47% | |
Avg Max Increase | 10.77% | 12.93% | 10.13% | 9.54% | 8.97% | 8.90% | 10.27% | 12.76% | 10.39% | 9.16% | 8.24% | |
Max Increase | 17.43% | 22.03% | 21.85% | 27.32% | 35.93% | 15.46% | 33.82% | 68.80% | 31.54% | 21.87% | 16.31% | |
Avg Days To Max Increase | 22 | 14 | 17 | 14 | 15 | 20 | 17 | 17 | 19 | 15 | 16 | |
Avg Max Decline | -1.42% | -3.32% | -1.84% | -3.05% | -1.78% | -2.56% | -3.46% | -1.71% | -3.57% | -2.74% | -1.80% | |
Max Decline | -7.37% | -17.20% | -5.42% | -9.08% | -8.98% | -5.66% | -15.76% | -9.35% | -13.09% | -14.62% | -4.35% | |
Avg Days to Max Decline | 8 | 7 | 9 | 5 | 8 | 16 | 11 | 8 | 11 | 4 | 2 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | 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.