MRCI's ScenarioSM Study

ScenarioSM Study for April NY Harbor ULSD(NYM) as of Sep 16, 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		33	35	40	40	41	42	42	42	43	43	43
Closed Higher		24	16	22	26	23	24	20	20	23	20	22
Exceeded High		19	13	20	23	19	17	14	16	22	15	20
Scenario Percentage		79%	81%	91%	88%	83%	71%	70%	80%	96%	75%	91%
Avg Max Increase		7.26%	9.39%	8.76%	9.54%	8.94%	8.00%	9.62%	13.37%	11.18%	18.03%	11.37%
Max Increase		30.75%	26.14%	23.82%	59.17%	31.26%	19.36%	23.56%	28.14%	37.61%	77.14%	59.35%
Avg Days To Max Increase		16	19	19	16	15	15	22	18	18	10	13
Avg Max Decline		-1.79%	-1.35%	-3.17%	-2.00%	-1.80%	-1.64%	-2.80%	-2.20%	-3.08%	-2.37%	-2.33%
Max Decline		-6.43%	-4.54%	-14.40%	-13.12%	-8.59%	-8.11%	-8.29%	-8.28%	-10.05%	-8.26%	-9.12%
Avg Days to Max Decline		6	10	14	8	9	6	13	5	11	5	4
2022 Contract Condition		Yes	Yes	Yes	Yes		Yes	Yes		Yes	Yes	Yes
Action		Yes	Yes	Yes	Yes		Yes	No		Yes	Yes	Yes

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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		33	35	40	40	41	42	42	42	43	43	43
Closed Lower		9	19	18	14	18	18	22	22	20	23	21
Penetrated Low		5	13	13	8	9	16	19	21	16	15	15
Scenario Percentage		56%	68%	72%	57%	50%	89%	86%	95%	80%	65%	71%
Avg Max Decline		4.93%	8.37%	6.21%	8.84%	12.84%	9.83%	14.86%	14.24%	14.78%	14.78%	8.02%
Max Decline		9.85%	17.34%	26.00%	23.54%	38.98%	42.56%	41.36%	37.73%	36.13%	42.72%	36.76%
Avg Days To Max Decline		16	16	13	17	16	14	18	20	20	14	11
Avg Max Increase		-3.07%	-1.35%	-2.30%	-2.35%	-2.15%	-3.49%	-2.20%	-3.22%	-4.05%	-3.35%	-1.28%
Max Increase		-5.93%	-8.90%	-7.74%	-12.41%	-13.21%	-15.93%	-6.84%	-11.89%	-13.07%	-11.25%	-6.72%
Avg Days to Max Increase		11	4	9	12	11	11	6	11	12	7	4
2022 Contract Condition						Yes			Yes
Action						No			Yes
High	192.61	196.02	205.01	214.70	215.37	213.89	227.90	248.92	242.15	235.12	267.34	300.64
Low	175.00	176.52	190.88	201.34	193.10	186.45	203.79	225.10	198.76	196.65	227.40	259.20
Close/Last	177.90	191.49	200.93	209.35	214.60	207.37	225.90	237.15	202.42	228.48	263.68	293.13