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ScenarioSM Study for April NY Harbor ULSD(NYM) as of Oct 20, 2019 | ||||||||||||
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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 | 30 | 32 | 37 | 37 | 38 | 39 | 39 | 39 | 40 | 40 | 40 | |
Closed Higher | 22 | 14 | 19 | 23 | 22 | 22 | 19 | 18 | 20 | 18 | 20 | |
Exceeded High | 18 | 11 | 17 | 20 | 19 | 16 | 14 | 14 | 19 | 13 | 18 | |
Scenario Percentage | 82% | 79% | 89% | 87% | 86% | 73% | 74% | 78% | 95% | 72% | 90% | |
Avg Max Increase | 6.99% | 9.42% | 9.45% | 10.17% | 8.94% | 7.87% | 9.62% | 13.05% | 9.49% | 12.98% | 8.74% | |
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 | 18 | 20 | 16 | 15 | 15 | 22 | 18 | 17 | 10 | 14 | |
Avg Max Decline | -1.88% | -1.08% | -3.06% | -1.14% | -1.80% | -1.73% | -2.80% | -2.30% | -3.27% | -2.54% | -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 | 6 | 8 | 14 | 8 | 9 | 6 | 13 | 6 | 12 | 6 | 4 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | Yes | Yes | Yes |
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