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ScenarioSM Study for December RBOB Gasoline(NYM) as of May 10, 2021 | ||||||||||||
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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 | 17 | 28 | 30 | 32 | 34 | 36 | 36 | 36 | 36 | 36 | 36 | |
Closed Higher | 9 | 12 | 17 | 21 | 23 | 17 | 17 | 23 | 20 | 20 | 18 | |
Exceeded High | 8 | 11 | 16 | 19 | 20 | 13 | 16 | 21 | 17 | 16 | 10 | |
Scenario Percentage | 89% | 92% | 94% | 90% | 87% | 76% | 94% | 91% | 85% | 80% | 56% | |
Avg Max Increase | 8.17% | 11.36% | 9.46% | 9.77% | 8.54% | 8.79% | 9.86% | 11.89% | 10.83% | 9.56% | 7.84% | |
Max Increase | 17.43% | 22.03% | 21.85% | 27.32% | 35.93% | 17.44% | 33.82% | 68.80% | 31.54% | 21.87% | 16.31% | |
Avg Days To Max Increase | 18 | 16 | 18 | 15 | 15 | 20 | 17 | 18 | 19 | 13 | 15 | |
Avg Max Decline | -1.30% | -3.38% | -2.72% | -2.97% | -2.13% | -3.06% | -3.15% | -2.64% | -3.56% | -2.55% | -1.53% | |
Max Decline | -7.37% | -17.20% | -14.07% | -9.08% | -8.98% | -10.81% | -15.76% | -14.27% | -13.09% | -14.62% | -4.35% | |
Avg Days to Max Decline | 6 | 7 | 10 | 5 | 7 | 13 | 10 | 8 | 10 | 6 | 4 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | 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.