MRCI Online
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| ScenarioSM Study for August NY Harbor ULSD(NYM) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 33 | 33 | 34 | 35 | 36 | 37 | 39 | 39 | 39 | 39 | |
| Closed Higher | 17 | 14 | 15 | 16 | 16 | 15 | 18 | 27 | 26 | 20 | 19 | |
| Exceeded High | 13 | 12 | 10 | 13 | 14 | 11 | 16 | 26 | 20 | 14 | 16 | |
| Scenario Percentage | 76% | 86% | 67% | 81% | 88% | 73% | 89% | 96% | 77% | 70% | 84% | |
| Avg Max Increase | 7.62% | 7.23% | 9.07% | 9.04% | 8.59% | 10.82% | 11.07% | 11.31% | 10.12% | 10.38% | 6.29% | |
| 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 | 16 | 16 | 26 | 16 | 16 | 11 | 15 | 17 | 15 | 17 | 17 | |
| Avg Max Decline | -1.42% | -1.97% | -2.45% | -1.21% | -1.87% | -1.55% | -1.90% | -2.65% | -2.96% | -3.30% | -1.91% | |
| Max Decline | -4.78% | -8.34% | -4.20% | -7.91% | -7.49% | -6.01% | -13.58% | -9.65% | -15.01% | -10.81% | -5.19% | |
| Avg Days to Max Decline | 9 | 5 | 12 | 6 | 9 | 4 | 9 | 8 | 8 | 9 | 4 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | No | Yes | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
