MRCI Online
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| ScenarioSM Study for February NY Harbor ULSD(NYM) as of Dec 30, 2016 | ||||||||||||
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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 | 27 | 30 | 32 | 34 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 16 | 22 | 20 | 15 | 18 | 23 | 20 | 21 | 16 | 16 | 18 | |
| Exceeded High | 15 | 21 | 16 | 13 | 17 | 20 | 18 | 16 | 12 | 12 | 16 | |
| Scenario Percentage | 94% | 95% | 80% | 87% | 94% | 87% | 90% | 76% | 75% | 75% | 89% | |
| Avg Max Increase | 9.61% | 9.84% | 7.39% | 9.36% | 10.17% | 11.49% | 9.27% | 8.60% | 12.15% | 18.09% | 10.31% | |
| 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 | 16 | 18 | 16 | 16 | 18 | 16 | 17 | 15 | 19 | 16 | 15 | |
| Avg Max Decline | -1.91% | -1.85% | -2.03% | -1.25% | -3.19% | -1.42% | -2.46% | -2.51% | -2.45% | -3.00% | -1.84% | |
| Max Decline | -12.40% | -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 | 11 | 8 | 8 | 8 | 12 | 8 | 7 | 8 | 8 | 8 | 6 | |
| 2016 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
