MRCI Online
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| ScenarioSM Study for March NY Harbor ULSD(NYM) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 33 | 34 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 21 | 23 | 15 | 21 | 25 | 23 | 24 | 20 | 20 | 22 | 15 | |
| Exceeded High | 21 | 18 | 12 | 19 | 21 | 20 | 19 | 16 | 16 | 20 | 10 | |
| Scenario Percentage | 100% | 78% | 80% | 90% | 84% | 87% | 79% | 80% | 80% | 91% | 67% | |
| Avg Max Increase | 10.66% | 7.44% | 9.11% | 9.09% | 10.46% | 9.47% | 8.29% | 10.35% | 13.78% | 10.66% | 10.67% | |
| 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 | 18 | 16 | 19 | 18 | 17 | 16 | 14 | 20 | 16 | 16 | 16 | |
| Avg Max Decline | -2.27% | -1.98% | -1.40% | -3.34% | -1.84% | -2.15% | -2.13% | -2.62% | -2.17% | -3.33% | -1.73% | |
| Max Decline | -8.64% | -7.69% | -5.71% | -17.69% | -10.79% | -10.58% | -10.07% | -8.35% | -8.24% | -13.01% | -9.43% | |
| Avg Days to Max Decline | 11 | 6 | 7 | 12 | 9 | 9 | 6 | 12 | 5 | 9 | 3 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
