MRCI Online
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| ScenarioSM Study for April NY Harbor ULSD(NYM) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 26 | 28 | 33 | 33 | 34 | 35 | 35 | 35 | 36 | 36 | 36 | |
| Closed Higher | 19 | 12 | 17 | 22 | 18 | 19 | 18 | 16 | 18 | 16 | 18 | |
| Exceeded High | 15 | 10 | 16 | 19 | 16 | 13 | 13 | 12 | 17 | 12 | 17 | |
| Scenario Percentage | 79% | 83% | 94% | 86% | 89% | 68% | 72% | 75% | 94% | 75% | 94% | |
| Avg Max Increase | 6.99% | 9.90% | 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 | 16 | 19 | 19 | 15 | 15 | 15 | 21 | 19 | 18 | 11 | 15 | |
| Avg Max Decline | -1.74% | -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 | 8 | 13 | 8 | 9 | 7 | 14 | 6 | 13 | 6 | 4 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
