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ScenarioSM Study for June NY Harbor ULSD(NYM) as of Jan 01, 2018 | ||||||||||||
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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 | 29 | 31 | 32 | 33 | 33 | 37 | 38 | 38 | 38 | 38 | 38 | |
Closed Higher | 15 | 21 | 18 | 15 | 13 | 18 | 18 | 15 | 19 | 26 | 29 | |
Exceeded High | 13 | 19 | 15 | 11 | 10 | 13 | 15 | 11 | 17 | 25 | 18 | |
Scenario Percentage | 87% | 90% | 83% | 73% | 77% | 72% | 83% | 73% | 89% | 96% | 62% | |
Avg Max Increase | 9.16% | 8.90% | 7.59% | 7.53% | 9.45% | 10.93% | 9.25% | 11.70% | 11.43% | 12.14% | 8.56% | |
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 | 15 | 15 | 14 | 16 | 23 | 17 | 18 | 13 | 15 | 16 | 16 | |
Avg Max Decline | -1.52% | -0.91% | -1.16% | -1.38% | -2.59% | -2.25% | -2.26% | -2.08% | -2.48% | -2.67% | -2.03% | |
Max Decline | -13.80% | -7.74% | -5.65% | -6.97% | -5.28% | -8.45% | -7.83% | -6.67% | -14.35% | -9.71% | -7.64% | |
Avg Days to Max Decline | 9 | 8 | 9 | 4 | 11 | 6 | 11 | 6 | 7 | 5 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.