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ScenarioSM Study for August NY Harbor ULSD(NYM) as of Jan 21, 2022 | ||||||||||||
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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 | 33 | 36 | 36 | 37 | 38 | 39 | 40 | 42 | 42 | 42 | 42 | |
Closed Higher | 19 | 16 | 15 | 18 | 18 | 17 | 20 | 27 | 28 | 22 | 22 | |
Exceeded High | 14 | 13 | 10 | 15 | 16 | 13 | 18 | 26 | 22 | 16 | 19 | |
Scenario Percentage | 74% | 81% | 67% | 83% | 89% | 76% | 90% | 96% | 79% | 73% | 86% | |
Avg Max Increase | 7.77% | 7.01% | 9.07% | 9.70% | 9.42% | 11.63% | 10.62% | 11.31% | 9.94% | 10.81% | 6.07% | |
Max Increase | 25.68% | 17.53% | 19.33% | 18.14% | 25.33% | 28.10% | 23.37% | 41.95% | 30.49% | 24.23% | 12.36% | |
Avg Days To Max Increase | 15 | 15 | 26 | 17 | 16 | 11 | 16 | 17 | 16 | 16 | 16 | |
Avg Max Decline | -1.46% | -1.81% | -2.45% | -1.20% | -1.90% | -1.42% | -2.15% | -2.65% | -2.86% | -3.05% | -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 | 8 | 4 | 9 | 8 | 7 | 8 | 4 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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