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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July NY Harbor ULSD(NYM) as of Jul 11, 2025
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   37 40 41 41 43 44 45 45 45 45 45
Closed Higher   26 22 21 17 21 20 21 22 30 30 23
Exceeded High   22 18 15 12 16 18 16 20 29 25 15
Scenario Percentage   85% 82% 71% 71% 76% 90% 76% 91% 97% 83% 65%
Avg Max Increase   8.44% 7.35% 6.95% 8.62% 10.74% 10.76% 13.33% 11.91% 11.89% 10.32% 11.88%
Max Increase   51.79% 26.41% 17.99% 20.60% 19.67% 26.45% 48.59% 39.70% 41.58% 29.68% 36.63%
Avg Days To Max Increase   15 15 15 22 17 17 13 16 16 15 18
Avg Max Decline   -1.41% -1.03% -1.39% -2.12% -1.74% -1.75% -1.70% -2.17% -2.42% -3.21% -1.32%
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   8 9 4 10 6 10 4 8 7 9 5
2025 Contract Condition         Yes   Yes Yes   Yes   Yes
Action         No   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   37 40 41 41 43 44 45 45 45 45 45
Closed Lower   11 18 20 24 22 23 24 23 15 15 22
Penetrated Low   9 11 15 21 19 17 15 15 13 10 17
Scenario Percentage   82% 61% 75% 88% 86% 74% 63% 65% 87% 67% 77%
Avg Max Decline   9.84% 11.78% 10.44% 13.59% 13.90% 13.70% 13.91% 10.55% 10.61% 9.01% 6.00%
Max Decline   22.93% 37.63% 40.47% 38.60% 35.38% 38.04% 40.09% 49.67% 28.57% 21.22% 12.36%
Avg Days To Max Decline   19 19 14 18 17 18 16 15 15 13 13
Avg Max Increase   -2.19% -1.83% -1.77% -2.02% -1.95% -3.59% -2.47% -3.00% -4.31% -3.38% -1.56%
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   14 14 7 5 8 9 7 12 9 13 3
2025 Contract Condition   Yes Yes Yes   Yes     Yes   Yes  
Action   Yes Yes No   Yes     Yes   No  
High 251.54 256.08 241.78 227.98 239.40 229.84 224.24 241.55 235.85 226.19 229.67 215.86
Low 232.74 233.50 224.15 208.85 212.38 214.78 211.28 222.75 218.00 209.51 188.16 192.19
Close/Last 248.09 239.81 227.24 217.43 221.76 214.96 222.99 228.63 221.35 225.48 198.50 200.54

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