MRCI Online
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| ScenarioSM Study for June NY Harbor ULSD(NYM) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 25 | 27 | 28 | 29 | 29 | 33 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 12 | 20 | 15 | 14 | 12 | 16 | 16 | 15 | 16 | 25 | 26 | |
| Exceeded High | 12 | 18 | 14 | 10 | 9 | 11 | 14 | 11 | 15 | 24 | 16 | |
| Scenario Percentage | 100% | 90% | 93% | 71% | 75% | 69% | 88% | 73% | 94% | 96% | 62% | |
| Avg Max Increase | 9.22% | 9.22% | 7.32% | 7.69% | 9.99% | 11.73% | 9.77% | 11.70% | 12.61% | 11.54% | 8.78% | |
| Max Increase | 22.79% | 53.13% | 27.06% | 18.49% | 21.26% | 22.51% | 24.36% | 27.54% | 26.61% | 40.66% | 27.15% | |
| Avg Days To Max Increase | 14 | 14 | 14 | 17 | 23 | 17 | 19 | 13 | 14 | 16 | 16 | |
| Avg Max Decline | -1.70% | -0.77% | -0.99% | -1.47% | -2.53% | -2.48% | -2.25% | -2.08% | -1.88% | -2.38% | -1.73% | |
| Max Decline | -13.80% | -7.74% | -5.65% | -6.97% | -5.28% | -8.45% | -7.83% | -6.67% | -6.97% | -7.62% | -5.80% | |
| Avg Days to Max Decline | 10 | 8 | 8 | 5 | 11 | 6 | 12 | 6 | 7 | 5 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
