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ScenarioSM Study for December RBOB Gasoline(NYM) as of Dec 30, 2016 | ||||||||||||
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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 | 13 | 24 | 26 | 28 | 30 | 32 | 32 | 32 | 32 | 32 | 32 | |
Closed Higher | 6 | 10 | 16 | 19 | 21 | 14 | 14 | 20 | 17 | 17 | 16 | |
Exceeded High | 5 | 9 | 15 | 17 | 19 | 11 | 13 | 18 | 15 | 14 | 8 | |
Scenario Percentage | 83% | 90% | 94% | 89% | 90% | 79% | 93% | 90% | 88% | 82% | 50% | |
Avg Max Increase | 10.77% | 11.94% | 9.22% | 9.51% | 8.55% | 8.25% | 10.57% | 12.33% | 10.73% | 9.50% | 8.12% | |
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 | 18 | 14 | 15 | 19 | 18 | 17 | 19 | 14 | 14 | |
Avg Max Decline | -1.42% | -2.99% | -2.75% | -3.11% | -2.09% | -2.42% | -3.21% | -1.87% | -3.63% | -2.66% | -1.85% | |
Max Decline | -7.37% | -17.20% | -14.07% | -9.08% | -8.98% | -5.66% | -15.76% | -9.35% | -13.09% | -14.62% | -4.35% | |
Avg Days to Max Decline | 8 | 7 | 11 | 5 | 7 | 13 | 10 | 8 | 10 | 6 | 2 | |
2016 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.