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ScenarioSM Study for December RBOB Gasoline(NYM) as of Jan 01, 2018 | ||||||||||||
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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 | 14 | 25 | 27 | 29 | 31 | 33 | 33 | 33 | 33 | 33 | 33 | |
Closed Higher | 7 | 10 | 16 | 19 | 21 | 15 | 14 | 21 | 18 | 18 | 17 | |
Exceeded High | 6 | 9 | 15 | 17 | 19 | 12 | 13 | 19 | 16 | 15 | 9 | |
Scenario Percentage | 86% | 90% | 94% | 89% | 90% | 80% | 93% | 90% | 89% | 83% | 53% | |
Avg Max Increase | 9.32% | 11.94% | 9.22% | 9.51% | 8.55% | 8.07% | 10.57% | 12.21% | 10.93% | 9.97% | 7.91% | |
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 | 19 | 14 | 18 | 14 | 15 | 20 | 18 | 18 | 20 | 13 | 13 | |
Avg Max Decline | -1.56% | -2.99% | -2.75% | -3.11% | -2.09% | -3.12% | -3.21% | -2.11% | -3.58% | -2.70% | -1.64% | |
Max Decline | -7.37% | -17.20% | -14.07% | -9.08% | -8.98% | -10.81% | -15.76% | -9.35% | -13.09% | -14.62% | -4.35% | |
Avg Days to Max Decline | 7 | 7 | 11 | 5 | 7 | 14 | 10 | 8 | 10 | 6 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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