MRCI Online
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| ScenarioSM Study for March NY Harbor ULSD(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 23 | 26 | 27 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 18 | 18 | 12 | 16 | 22 | 18 | 20 | 18 | 16 | 18 | 13 | |
| Exceeded High | 18 | 14 | 10 | 16 | 18 | 17 | 16 | 14 | 12 | 16 | 9 | |
| Scenario Percentage | 100% | 78% | 83% | 100% | 82% | 94% | 80% | 78% | 75% | 89% | 69% | |
| Avg Max Increase | 10.63% | 7.67% | 9.90% | 9.88% | 11.22% | 9.16% | 8.55% | 10.75% | 15.05% | 12.33% | 10.86% | |
| Max Increase | 42.43% | 29.78% | 25.61% | 24.85% | 62.05% | 33.12% | 23.00% | 25.47% | 34.25% | 41.13% | 26.53% | |
| Avg Days To Max Increase | 17 | 17 | 20 | 17 | 16 | 16 | 14 | 19 | 16 | 17 | 16 | |
| Avg Max Decline | -2.04% | -1.86% | -1.49% | -3.36% | -1.04% | -2.05% | -2.25% | -2.60% | -2.46% | -3.37% | -1.84% | |
| Max Decline | -8.64% | -7.69% | -5.71% | -17.69% | -8.00% | -10.58% | -10.07% | -8.35% | -8.24% | -13.01% | -9.43% | |
| Avg Days to Max Decline | 12 | 7 | 8 | 13 | 9 | 8 | 7 | 13 | 5 | 9 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
