MRCI Online
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| ScenarioSM Study for January NY Harbor ULSD(NYM) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 32 | 36 | 38 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 15 | 18 | 24 | 25 | 19 | 22 | 26 | 23 | 25 | 15 | 19 | |
| Exceeded High | 12 | 16 | 23 | 20 | 14 | 20 | 22 | 21 | 20 | 12 | 13 | |
| Scenario Percentage | 80% | 89% | 96% | 80% | 74% | 91% | 85% | 91% | 80% | 80% | 68% | |
| Avg Max Increase | 11.39% | 9.37% | 10.56% | 9.89% | 9.79% | 9.34% | 11.97% | 9.79% | 8.06% | 11.36% | 16.78% | |
| 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 | 17 | 17 | 15 | 15 | 19 | 25 | |
| Avg Max Decline | -0.97% | -2.11% | -2.60% | -2.11% | -1.49% | -3.01% | -2.36% | -2.65% | -3.09% | -1.94% | -1.93% | |
| Max Decline | -4.68% | -12.55% | -8.71% | -10.66% | -5.26% | -15.39% | -11.09% | -13.56% | -13.28% | -3.38% | -7.37% | |
| Avg Days to Max Decline | 5 | 11 | 7 | 8 | 6 | 12 | 7 | 9 | 9 | 4 | 5 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
