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ScenarioSM Study for October NY Harbor ULSD(NYM) as of Jan 01, 2015 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 25 | 28 | 30 | 32 | 32 | 33 | 33 | 35 | 35 | 35 | 35 | |
Closed Higher | 11 | 14 | 14 | 15 | 16 | 23 | 21 | 16 | 17 | 22 | 18 | |
Exceeded High | 7 | 11 | 13 | 11 | 15 | 22 | 16 | 13 | 16 | 18 | 15 | |
Scenario Percentage | 64% | 79% | 93% | 73% | 94% | 96% | 76% | 81% | 94% | 82% | 83% | |
Avg Max Increase | 6.52% | 8.28% | 8.31% | 12.09% | 11.06% | 10.43% | 8.47% | 9.46% | 11.54% | 15.42% | 9.23% | |
Max Increase | 10.87% | 18.00% | 18.64% | 28.21% | 23.24% | 41.86% | 27.24% | 23.89% | 26.34% | 79.92% | 40.09% | |
Avg Days To Max Increase | 25 | 16 | 16 | 13 | 13 | 16 | 16 | 16 | 18 | 15 | 19 | |
Avg Max Decline | -1.92% | -1.42% | -1.37% | -1.33% | -1.00% | -2.36% | -2.40% | -2.10% | -3.46% | -1.74% | -1.53% | |
Max Decline | -2.90% | -7.43% | -7.00% | -4.92% | -4.83% | -9.29% | -13.06% | -6.25% | -16.96% | -8.90% | -7.16% | |
Avg Days to Max Decline | 7 | 8 | 9 | 5 | 8 | 5 | 8 | 8 | 12 | 5 | 4 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | Yes | No |
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