MRCI Online
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| ScenarioSM Study for August NY Harbor ULSD(NYM) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 28 | 31 | 31 | 32 | 33 | 34 | 35 | 37 | 37 | 37 | 37 | |
| Closed Higher | 15 | 12 | 14 | 14 | 14 | 14 | 17 | 26 | 25 | 18 | 18 | |
| Exceeded High | 11 | 10 | 9 | 11 | 12 | 11 | 16 | 25 | 19 | 13 | 14 | |
| Scenario Percentage | 73% | 83% | 64% | 79% | 86% | 79% | 94% | 96% | 76% | 72% | 78% | |
| Avg Max Increase | 6.97% | 7.01% | 9.23% | 8.76% | 9.47% | 10.82% | 11.07% | 11.21% | 10.27% | 10.37% | 6.47% | |
| Max Increase | 25.68% | 17.53% | 19.33% | 18.14% | 19.50% | 28.10% | 23.37% | 41.95% | 30.49% | 24.23% | 12.36% | |
| Avg Days To Max Increase | 14 | 15 | 25 | 17 | 17 | 11 | 15 | 17 | 15 | 15 | 15 | |
| Avg Max Decline | -1.27% | -2.04% | -2.54% | -1.47% | -1.96% | -1.55% | -1.90% | -2.61% | -2.99% | -2.73% | -1.59% | |
| Max Decline | -4.78% | -8.34% | -4.20% | -7.91% | -7.49% | -6.01% | -13.58% | -9.65% | -15.01% | -7.23% | -3.73% | |
| Avg Days to Max Decline | 10 | 5 | 13 | 7 | 10 | 4 | 9 | 8 | 8 | 8 | 4 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
