MRCI Online
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| ScenarioSM Study for March NY Harbor ULSD(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 27 | 28 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 19 | 18 | 12 | 17 | 23 | 19 | 20 | 19 | 17 | 19 | 13 | |
| Exceeded High | 19 | 14 | 10 | 17 | 19 | 17 | 16 | 15 | 13 | 17 | 9 | |
| Scenario Percentage | 100% | 78% | 83% | 100% | 83% | 89% | 80% | 79% | 76% | 89% | 69% | |
| Avg Max Increase | 10.14% | 7.67% | 9.90% | 9.88% | 10.85% | 9.16% | 8.55% | 10.36% | 14.08% | 11.86% | 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 | 18 | 17 | 16 | 14 | 19 | 17 | 17 | 16 | |
| Avg Max Decline | -1.95% | -1.86% | -1.49% | -3.13% | -1.17% | -2.05% | -2.25% | -2.67% | -2.45% | -3.49% | -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 | 11 | 7 | 8 | 12 | 9 | 8 | 7 | 12 | 6 | 9 | 4 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
