MRCI Online
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| ScenarioSM Study for August NY Harbor ULSD(NYM) as of May 16, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 35 | 38 | 38 | 39 | 40 | 41 | 42 | 44 | 44 | 44 | 44 | |
| Closed Higher | 19 | 17 | 17 | 19 | 19 | 18 | 21 | 28 | 29 | 23 | 23 | |
| Exceeded High | 14 | 14 | 11 | 15 | 17 | 14 | 19 | 27 | 23 | 17 | 20 | |
| Scenario Percentage | 74% | 82% | 65% | 79% | 89% | 78% | 90% | 96% | 79% | 74% | 87% | |
| Avg Max Increase | 7.77% | 7.17% | 8.82% | 9.70% | 10.36% | 13.83% | 11.83% | 12.13% | 10.73% | 11.24% | 6.94% | |
| Max Increase | 25.68% | 17.53% | 19.33% | 18.14% | 25.47% | 42.54% | 33.63% | 41.95% | 30.49% | 24.23% | 21.56% | |
| Avg Days To Max Increase | 15 | 15 | 24 | 17 | 17 | 11 | 16 | 17 | 16 | 17 | 17 | |
| Avg Max Decline | -1.46% | -1.69% | -2.18% | -1.20% | -1.81% | -1.41% | -2.02% | -2.64% | -2.92% | -2.82% | -1.96% | |
| 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 | 4 | 11 | 6 | 8 | 4 | 9 | 8 | 8 | 7 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
