MRCI Online
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| ScenarioSM Study for February NY Harbor ULSD(NYM) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 22 | 25 | 27 | 29 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 12 | 20 | 17 | 14 | 16 | 20 | 17 | 21 | 15 | 14 | 17 | |
| Exceeded High | 11 | 19 | 14 | 12 | 16 | 17 | 17 | 16 | 11 | 10 | 15 | |
| Scenario Percentage | 92% | 95% | 82% | 86% | 100% | 85% | 100% | 76% | 73% | 71% | 88% | |
| Avg Max Increase | 11.57% | 10.48% | 7.79% | 9.65% | 10.14% | 12.38% | 9.67% | 8.60% | 12.84% | 21.36% | 10.92% | |
| Max Increase | 23.87% | 42.31% | 29.01% | 25.18% | 25.14% | 65.58% | 34.76% | 21.36% | 34.13% | 55.32% | 44.01% | |
| Avg Days To Max Increase | 15 | 19 | 17 | 16 | 17 | 17 | 17 | 15 | 20 | 16 | 14 | |
| Avg Max Decline | -1.13% | -2.01% | -2.19% | -1.27% | -3.42% | -1.35% | -2.50% | -2.51% | -2.42% | -2.66% | -1.61% | |
| Max Decline | -4.31% | -8.55% | -8.89% | -5.26% | -16.83% | -8.09% | -12.52% | -12.46% | -8.80% | -7.99% | -6.52% | |
| Avg Days to Max Decline | 9 | 9 | 9 | 9 | 13 | 8 | 7 | 8 | 9 | 5 | 6 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
