MRCI Online
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| ScenarioSM Study for September NY Harbor ULSD(NYM) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 36 | 39 | 40 | 41 | 42 | 43 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 18 | 19 | 19 | 20 | 22 | 28 | 28 | 22 | 24 | 25 | |
| Exceeded High | 14 | 11 | 14 | 18 | 16 | 20 | 27 | 22 | 16 | 23 | 20 | |
| Scenario Percentage | 78% | 61% | 74% | 95% | 80% | 91% | 96% | 79% | 73% | 96% | 80% | |
| Avg Max Increase | 6.99% | 8.56% | 10.05% | 9.59% | 13.45% | 10.95% | 11.14% | 9.51% | 10.83% | 10.68% | 10.66% | |
| Max Increase | 17.20% | 18.97% | 18.12% | 25.49% | 39.15% | 30.75% | 42.06% | 27.89% | 24.33% | 36.67% | 65.72% | |
| Avg Days To Max Increase | 14 | 24 | 18 | 15 | 12 | 16 | 17 | 16 | 16 | 15 | 17 | |
| Avg Max Decline | -1.08% | -2.00% | -1.33% | -1.59% | -1.52% | -1.85% | -2.52% | -2.70% | -2.14% | -3.39% | -1.27% | |
| Max Decline | -7.03% | -4.10% | -7.77% | -7.22% | -5.82% | -13.21% | -9.53% | -13.97% | -6.75% | -17.00% | -7.11% | |
| Avg Days to Max Decline | 4 | 9 | 7 | 8 | 4 | 9 | 8 | 8 | 6 | 11 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
