MRCI's ScenarioSM Study

ScenarioSM Study for April NY Harbor ULSD(NYM) as of Oct 06, 2023
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		34	36	41	41	42	43	43	43	44	44	44
Closed Higher		25	17	23	26	24	24	21	20	23	20	22
Exceeded High		20	14	20	23	19	17	14	16	22	15	20
Scenario Percentage		80%	82%	87%	88%	79%	71%	67%	80%	96%	75%	91%
Avg Max Increase		7.92%	9.75%	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		15	18	19	16	15	15	22	18	18	10	13
Avg Max Decline		-1.79%	-1.13%	-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		7	10	14	8	9	6	13	5	11	5	4
2023 Contract Condition		Yes	Yes	Yes		Yes		Yes
Action		Yes	Yes	No		No		No

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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		34	36	41	41	42	43	43	43	44	44	44
Closed Lower		9	19	18	15	18	19	22	23	21	24	22
Penetrated Low		5	13	13	9	9	16	19	22	17	16	16
Scenario Percentage		56%	68%	72%	60%	50%	84%	86%	96%	81%	67%	73%
Avg Max Decline		4.93%	8.37%	6.21%	9.27%	12.84%	9.83%	14.86%	14.28%	14.73%	14.96%	8.19%
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	18	16	14	18	19	19	14	11
Avg Max Increase		-3.07%	-1.35%	-2.30%	-3.28%	-2.15%	-3.49%	-2.20%	-3.12%	-4.25%	-3.17%	-1.46%
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	14	11	11	6	11	12	7	4
2023 Contract Condition					Yes		Yes		Yes	Yes	Yes	Yes
Action					Yes		No		Yes	Yes	Yes	Yes
High	299.56	306.88	326.10	362.12	336.10	351.09	324.50	336.05	335.17	315.76	328.60	305.05
Low	256.30	280.20	295.50	320.18	296.90	292.70	276.71	292.67	291.10	264.72	275.97	263.50
Close/Last	277.80	300.49	316.46	325.40	316.95	321.84	286.70	314.57	312.35	306.01	303.82	280.56