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ScenarioSM Study for January NY Harbor ULSD(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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 26 | 28 | 32 | 34 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | |
Closed Higher | 13 | 16 | 23 | 23 | 17 | 19 | 23 | 21 | 22 | 14 | 16 | |
Exceeded High | 11 | 15 | 22 | 19 | 13 | 17 | 19 | 19 | 18 | 11 | 10 | |
Scenario Percentage | 85% | 94% | 96% | 83% | 76% | 89% | 83% | 90% | 82% | 79% | 63% | |
Avg Max Increase | 11.68% | 9.66% | 10.41% | 10.01% | 9.46% | 10.21% | 12.73% | 9.72% | 8.22% | 11.40% | 18.70% | |
Max Increase | 28.58% | 23.82% | 41.75% | 52.14% | 25.37% | 24.90% | 71.34% | 38.14% | 21.49% | 26.77% | 77.96% | |
Avg Days To Max Increase | 14 | 16 | 19 | 16 | 16 | 18 | 17 | 15 | 15 | 18 | 25 | |
Avg Max Decline | -1.05% | -2.02% | -2.56% | -2.11% | -1.46% | -2.83% | -1.78% | -2.71% | -3.17% | -1.92% | -1.98% | |
Max Decline | -4.68% | -12.55% | -8.71% | -10.66% | -5.26% | -15.39% | -8.11% | -13.56% | -13.28% | -3.38% | -7.37% | |
Avg Days to Max Decline | 5 | 11 | 7 | 8 | 6 | 12 | 7 | 9 | 10 | 4 | 5 | |
2016 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | No |
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