MRCI Online
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| ScenarioSM Study for April NY Harbor ULSD(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 34 | 39 | 39 | 40 | 41 | 41 | 41 | 42 | 42 | 42 | |
| Closed Higher | 23 | 15 | 21 | 25 | 23 | 23 | 19 | 20 | 22 | 19 | 21 | |
| Exceeded High | 18 | 12 | 19 | 22 | 19 | 16 | 14 | 16 | 21 | 14 | 19 | |
| Scenario Percentage | 78% | 80% | 90% | 88% | 83% | 70% | 74% | 80% | 95% | 74% | 90% | |
| Avg Max Increase | 6.99% | 9.57% | 9.07% | 9.69% | 8.94% | 7.87% | 9.62% | 13.37% | 10.21% | 13.81% | 8.85% | |
| 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 | 18 | 15 | 15 | 15 | 22 | 18 | 17 | 10 | 14 | |
| Avg Max Decline | -1.88% | -1.13% | -2.93% | -1.50% | -1.80% | -1.73% | -2.80% | -2.20% | -3.21% | -2.42% | -2.45% | |
| Max Decline | -6.43% | -4.54% | -14.40% | -10.62% | -8.59% | -8.11% | -8.29% | -8.28% | -10.05% | -8.26% | -9.12% | |
| Avg Days to Max Decline | 6 | 7 | 14 | 8 | 9 | 6 | 13 | 5 | 11 | 6 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
