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ScenarioSM Study for January NY Harbor ULSD(NYM) as of Aug 18, 2023 | ||||||||||||
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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 | 32 | 34 | 38 | 40 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 17 | 20 | 25 | 27 | 21 | 24 | 27 | 24 | 26 | 17 | 19 | |
Exceeded High | 14 | 18 | 24 | 22 | 16 | 21 | 23 | 21 | 21 | 13 | 13 | |
Scenario Percentage | 82% | 90% | 96% | 81% | 76% | 88% | 85% | 88% | 81% | 76% | 68% | |
Avg Max Increase | 13.20% | 10.13% | 11.15% | 10.76% | 10.04% | 9.07% | 11.77% | 9.79% | 8.22% | 10.96% | 16.63% | |
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 | 18 | 19 | 16 | 15 | 17 | 17 | 15 | 15 | 18 | 25 | |
Avg Max Decline | -0.89% | -2.04% | -2.48% | -2.05% | -1.20% | -2.93% | -2.84% | -2.65% | -2.98% | -1.97% | -1.93% | |
Max Decline | -4.68% | -12.55% | -8.71% | -10.66% | -5.26% | -15.39% | -13.43% | -13.56% | -13.28% | -3.38% | -7.37% | |
Avg Days to Max Decline | 4 | 12 | 7 | 8 | 6 | 12 | 8 | 9 | 9 | 4 | 5 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | No | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.