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ScenarioSM Study for February NY Harbor ULSD(NYM) as of Jan 01, 2014 | ||||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 24 | 27 | 29 | 31 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
Closed Higher | 14 | 21 | 18 | 14 | 16 | 22 | 18 | 21 | 16 | 15 | 17 | |
Exceeded High | 13 | 20 | 14 | 12 | 16 | 19 | 18 | 16 | 12 | 11 | 15 | |
Scenario Percentage | 93% | 95% | 78% | 86% | 100% | 86% | 100% | 76% | 75% | 73% | 88% | |
Avg Max Increase | 10.88% | 10.27% | 7.79% | 9.65% | 10.14% | 11.86% | 9.27% | 8.60% | 12.15% | 19.62% | 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 | 14 | 18 | 17 | 16 | 17 | 16 | 17 | 15 | 19 | 17 | 14 | |
Avg Max Decline | -1.03% | -1.92% | -2.19% | -1.27% | -3.42% | -1.31% | -2.46% | -2.51% | -2.45% | -2.91% | -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 | 8 | 9 | 9 | 13 | 8 | 7 | 8 | 8 | 6 | 6 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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