MRCI's ScenarioSM Study

ScenarioSM Study for July NY Harbor ULSD(NYM) as of Jun 13, 2024
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		35	38	40	40	42	43	44	44	44	44	44
Closed Higher		25	21	21	17	22	19	19	22	28	31	23
Exceeded High		21	17	16	13	17	17	15	20	27	26	14
Scenario Percentage		84%	81%	76%	76%	77%	89%	79%	91%	96%	84%	61%
Avg Max Increase		8.42%	7.39%	8.15%	8.94%	10.22%	10.90%	13.84%	11.91%	12.48%	9.92%	9.85%
Max Increase		51.79%	26.41%	26.16%	20.60%	19.67%	26.45%	48.59%	39.70%	41.58%	27.23%	19.86%
Avg Days To Max Increase		15	15	16	20	16	17	12	16	17	15	17
Avg Max Decline		-1.43%	-1.11%	-1.60%	-1.98%	-1.53%	-1.85%	-1.54%	-2.17%	-2.53%	-3.11%	-1.41%
Max Decline		-12.60%	-6.28%	-8.40%	-4.74%	-8.27%	-7.42%	-6.29%	-13.94%	-9.33%	-16.05%	-7.53%
Avg Days to Max Decline		9	9	5	9	6	10	4	8	7	9	5
2024 Contract Condition		Yes	Yes	Yes				Yes		Yes
Action		Yes	Yes	No				Yes		Yes

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Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		35	38	40	40	42	43	44	44	44	44	44
Closed Lower		10	17	19	23	20	23	25	22	16	13	21
Penetrated Low		8	10	15	20	17	18	16	15	13	9	16
Scenario Percentage		80%	59%	79%	87%	85%	78%	64%	68%	81%	69%	76%
Avg Max Decline		9.45%	12.15%	10.44%	13.72%	14.94%	14.03%	14.01%	10.00%	10.61%	8.77%	5.92%
Max Decline		22.93%	37.63%	40.47%	38.60%	35.38%	38.04%	40.09%	49.67%	28.57%	21.22%	11.07%
Avg Days To Max Decline		20	20	14	18	18	18	16	15	15	14	13
Avg Max Increase		-2.36%	-1.98%	-1.77%	-1.97%	-2.02%	-3.41%	-2.33%	-2.73%	-4.31%	-3.75%	-1.61%
Max Increase		-8.51%	-11.01%	-6.51%	-5.82%	-7.39%	-11.13%	-6.56%	-11.47%	-14.10%	-8.06%	-8.98%
Avg Days to Max Increase		15	15	7	5	9	8	7	11	9	15	3
2024 Contract Condition					Yes	Yes	Yes		Yes		Yes	Yes
Action					Yes	Yes	No		No		Yes	Yes
High	235.29	263.92	272.90	285.94	278.59	272.00	258.12	260.54	266.92	271.52	277.34	254.15
Low	221.51	228.36	260.64	268.69	253.12	249.00	235.25	236.65	246.07	250.56	250.19	237.07
Close/Last	233.22	263.00	268.11	274.57	264.04	256.93	239.35	256.82	254.09	261.85	253.86	238.42