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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   25 27 32 32 33 34 34 34 35 35 35
Closed Higher   18 11 16 22 18 19 18 16 18 16 17
Exceeded High   14 9 16 19 16 13 13 12 17 12 17
Scenario Percentage   78% 82% 100% 86% 89% 68% 72% 75% 94% 75% 100%
Avg Max Increase   7.10% 10.43% 9.96% 10.26% 8.52% 8.07% 9.65% 13.28% 10.20% 13.27% 9.37%
Max Increase   30.75% 26.14% 23.82% 59.17% 31.26% 19.36% 23.56% 28.14% 37.61% 28.18% 27.13%
Avg Days To Max Increase   15 19 19 15 15 15 21 19 18 11 15
Avg Max Decline   -1.78% -1.03% -2.82% -0.92% -1.66% -1.82% -2.88% -2.48% -3.46% -2.69% -2.42%
Max Decline   -6.43% -4.54% -14.40% -7.62% -8.59% -8.11% -8.29% -8.28% -10.05% -8.26% -9.12%
Avg Days to Max Decline   7 9 13 8 9 7 14 6 13 6 4
2014 Contract Condition       Yes Yes Yes   Yes Yes Yes   Yes
Action       Yes Yes No   Yes Yes Yes   Yes
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   25 27 32 32 33 34 34 34 35 35 35
Closed Lower   7 16 16 10 15 15 16 18 17 19 18
Penetrated Low   4 10 12 5 8 13 14 17 14 13 14
Scenario Percentage   57% 63% 75% 50% 53% 87% 88% 94% 82% 68% 78%
Avg Max Decline   3.70% 7.74% 4.56% 9.09% 12.48% 8.74% 13.28% 12.97% 14.10% 13.01% 5.97%
Max Decline   5.22% 13.97% 11.24% 23.54% 38.98% 42.56% 41.36% 30.25% 36.13% 22.36% 13.25%
Avg Days To Max Decline   14 15 12 17 17 13 18 21 20 13 10
Avg Max Increase   -2.75% -1.56% -2.57% -4.11% -2.39% -3.38% -2.34% -2.97% -4.19% -3.19% -0.90%
Max Increase   -5.93% -8.90% -7.74% -12.41% -13.21% -15.93% -6.84% -11.89% -13.07% -11.25% -6.19%
Avg Days to Max Increase   8 4 10 16 12 12 8 13 13 6 4
2014 Contract Condition   Yes Yes       Yes       Yes  
Action   Yes No       Yes       No  
High 298.61 302.09 294.37 297.33 303.79 313.24 309.45 303.43 304.83 308.24 305.00 308.84
Low 291.00 278.60 278.00 281.90 286.88 290.22 290.00 289.39 284.01 294.33 287.62 290.64
Close/Last 298.16 285.04 282.54 285.05 300.56 305.87 293.32 294.25 301.19 304.35 293.57 301.63

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