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ScenarioSM Study for August NY Harbor ULSD(NYM) as of Jan 01, 2015 | ||||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 26 | 29 | 29 | 30 | 31 | 32 | 33 | 35 | 35 | 35 | 35 | |
Closed Higher | 14 | 12 | 14 | 14 | 14 | 14 | 16 | 25 | 23 | 17 | 18 | |
Exceeded High | 11 | 10 | 9 | 11 | 12 | 11 | 15 | 24 | 17 | 12 | 15 | |
Scenario Percentage | 79% | 83% | 64% | 79% | 86% | 79% | 94% | 96% | 74% | 71% | 83% | |
Avg Max Increase | 6.97% | 7.01% | 9.23% | 8.76% | 9.47% | 10.82% | 11.65% | 10.68% | 10.50% | 11.02% | 6.63% | |
Max Increase | 25.68% | 17.53% | 19.33% | 18.14% | 19.50% | 28.10% | 23.37% | 41.95% | 30.49% | 24.23% | 13.78% | |
Avg Days To Max Increase | 14 | 15 | 25 | 17 | 17 | 11 | 14 | 16 | 16 | 17 | 17 | |
Avg Max Decline | -1.27% | -2.04% | -2.54% | -1.47% | -1.96% | -1.55% | -1.13% | -2.34% | -2.85% | -2.79% | -1.83% | |
Max Decline | -4.78% | -8.34% | -4.20% | -7.91% | -7.49% | -6.01% | -5.30% | -9.65% | -15.01% | -7.23% | -5.19% | |
Avg Days to Max Decline | 10 | 5 | 13 | 7 | 10 | 4 | 8 | 8 | 8 | 8 | 4 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | No | Yes | Not Yet |
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