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| ScenarioSM Study for July NY Harbor ULSD(NYM) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 27 | 30 | 32 | 32 | 34 | 35 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 21 | 16 | 16 | 14 | 17 | 14 | 15 | 18 | 25 | 26 | 17 | |
| Exceeded High | 18 | 14 | 12 | 11 | 13 | 12 | 12 | 17 | 24 | 21 | 10 | |
| Scenario Percentage | 86% | 88% | 75% | 79% | 76% | 86% | 80% | 94% | 96% | 81% | 59% | |
| Avg Max Increase | 8.80% | 6.66% | 8.31% | 9.26% | 9.46% | 10.05% | 10.51% | 10.87% | 10.99% | 9.47% | 9.05% | |
| Max Increase | 51.79% | 26.41% | 26.16% | 20.60% | 19.67% | 21.36% | 27.58% | 25.97% | 41.58% | 29.68% | 17.24% | |
| Avg Days To Max Increase | 15 | 14 | 16 | 21 | 16 | 17 | 12 | 14 | 15 | 15 | 17 | |
| Avg Max Decline | -0.70% | -0.84% | -1.83% | -2.22% | -1.84% | -1.98% | -1.71% | -2.07% | -2.16% | -2.86% | -1.57% | |
| Max Decline | -7.21% | -6.28% | -8.40% | -4.74% | -8.27% | -7.42% | -6.29% | -13.94% | -6.96% | -16.05% | -7.53% | |
| Avg Days to Max Decline | 8 | 9 | 5 | 11 | 7 | 13 | 5 | 7 | 8 | 9 | 7 | |
| 2015 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
