MRCI Online
|
| ScenarioSM Study for March NY Harbor ULSD(NYM) as of Aug 18, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 33 | 36 | 37 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 22 | 25 | 18 | 24 | 27 | 25 | 25 | 22 | 21 | 24 | 17 | |
| Exceeded High | 22 | 20 | 15 | 21 | 23 | 20 | 20 | 16 | 17 | 22 | 12 | |
| Scenario Percentage | 100% | 80% | 83% | 88% | 85% | 80% | 80% | 73% | 81% | 92% | 71% | |
| Avg Max Increase | 11.07% | 8.48% | 9.64% | 8.78% | 10.10% | 9.47% | 8.42% | 10.35% | 14.03% | 12.48% | 11.59% | |
| 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 | 18 | 17 | 17 | 16 | 14 | 20 | 17 | 17 | 17 | |
| Avg Max Decline | -2.15% | -1.96% | -1.14% | -3.16% | -2.29% | -2.15% | -2.06% | -2.62% | -2.19% | -3.14% | -1.68% | |
| Max Decline | -8.64% | -7.69% | -5.71% | -17.69% | -13.34% | -10.58% | -10.07% | -8.35% | -8.24% | -13.01% | -9.43% | |
| Avg Days to Max Decline | 11 | 7 | 7 | 12 | 9 | 9 | 6 | 12 | 5 | 8 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | No | No | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
