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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January NY Harbor ULSD(NYM) as of May 10, 2024
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   33 35 39 41 44 45 45 45 45 45 45
Closed Higher   17 20 25 27 21 25 28 25 27 17 19
Exceeded High   14 18 24 22 16 22 24 22 21 13 13
Scenario Percentage   82% 90% 96% 81% 76% 88% 86% 88% 78% 76% 68%
Avg Max Increase   13.20% 10.13% 11.15% 10.76% 10.04% 9.71% 11.82% 9.82% 8.22% 10.85% 15.49%
Max Increase   28.58% 23.82% 41.75% 52.14% 25.37% 24.90% 71.34% 38.14% 21.49% 26.77% 65.02%
Avg Days To Max Increase   14 18 19 16 15 16 17 15 15 18 24
Avg Max Decline   -0.89% -2.04% -2.48% -2.05% -1.20% -2.90% -2.75% -2.53% -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 8 9 4 5
2024 Contract Condition             Yes Yes Yes Yes    
Action             Yes Yes Yes No    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   33 35 39 41 44 45 45 45 45 45 45
Closed Lower   16 15 14 14 23 20 17 20 18 28 26
Penetrated Low   10 9 10 9 15 15 10 11 15 24 25
Scenario Percentage   63% 60% 71% 64% 65% 75% 59% 55% 83% 86% 96%
Avg Max Decline   11.54% 9.63% 8.33% 8.37% 8.24% 8.79% 9.50% 13.86% 11.49% 14.59% 10.45%
Max Decline   33.33% 35.60% 16.38% 20.29% 18.27% 26.81% 24.06% 40.46% 44.00% 43.61% 31.02%
Avg Days To Max Decline   15 15 13 17 18 17 18 17 15 15 15
Avg Max Increase   -1.32% -2.22% -4.40% -2.92% -1.05% -1.91% -4.16% -1.38% -3.56% -2.66% -2.05%
Max Increase   -5.97% -5.30% -12.96% -6.82% -6.39% -7.53% -19.07% -5.36% -16.69% -8.52% -10.08%
Avg Days to Max Increase   5 9 8 15 3 8 12 14 8 6 3
2024 Contract Condition   Yes Yes Yes Yes Yes         Yes Yes
Action   Yes Yes Yes Yes No         Yes Yes
High 285.25 291.85 274.25 273.84 262.97 242.20 245.06 283.20 297.71 318.44 310.78 297.13
Low 257.77 262.65 253.07 237.03 235.85 219.91 225.95 235.85 279.51 287.76 272.64 264.60
Close/Last 281.88 277.73 265.03 252.35 241.25 227.11 241.50 281.92 288.19 306.56 285.61 275.42

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