|
ScenarioSM Study for May NY Harbor ULSD(NYM) as of Jul 09, 2025 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 37 | 41 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 25 | 28 | 26 | 24 | 20 | 21 | 22 | 21 | 22 | 29 | |
Exceeded High | 15 | 22 | 23 | 21 | 14 | 13 | 17 | 20 | 17 | 20 | 25 | |
Scenario Percentage | 83% | 88% | 82% | 81% | 58% | 65% | 81% | 91% | 81% | 91% | 86% | |
Avg Max Increase | 9.43% | 8.73% | 9.10% | 7.74% | 9.22% | 9.66% | 11.53% | 11.42% | 15.67% | 16.18% | 11.90% | |
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 | 22 | 16 | 17 | 13 | 14 | 18 | |
Avg Max Decline | -1.05% | -2.62% | -2.11% | -1.60% | -1.47% | -2.35% | -1.95% | -2.16% | -2.06% | -2.77% | -2.30% | |
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 | 10 | 6 | 10 | 5 | 7 | 2 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.