MRCI Online
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| ScenarioSM Study for May NY Harbor ULSD(NYM) as of May 08, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 36 | 40 | 41 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 24 | 28 | 26 | 24 | 20 | 22 | 21 | 20 | 22 | 28 | |
| Exceeded High | 15 | 21 | 23 | 21 | 14 | 14 | 18 | 19 | 17 | 20 | 24 | |
| Scenario Percentage | 83% | 88% | 82% | 81% | 58% | 70% | 82% | 90% | 85% | 91% | 86% | |
| Avg Max Increase | 9.43% | 8.98% | 9.10% | 7.74% | 9.22% | 9.93% | 10.99% | 11.48% | 15.67% | 16.18% | 12.29% | |
| Max Increase | 25.87% | 23.36% | 56.36% | 29.50% | 19.39% | 21.64% | 25.04% | 30.08% | 66.80% | 105.84% | 74.34% | |
| Avg Days To Max Increase | 18 | 17 | 17 | 16 | 16 | 21 | 16 | 18 | 13 | 14 | 18 | |
| Avg Max Decline | -1.05% | -2.79% | -2.11% | -1.60% | -1.47% | -2.18% | -1.75% | -2.27% | -2.06% | -2.77% | -2.38% | |
| Max Decline | -4.80% | -13.85% | -13.07% | -6.87% | -7.85% | -5.83% | -8.29% | -7.95% | -7.14% | -14.74% | -10.01% | |
| Avg Days to Max Decline | 8 | 9 | 10 | 8 | 5 | 9 | 5 | 10 | 5 | 7 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
