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ScenarioSM Study for October NY Harbor ULSD(NYM) as of Jan 01, 2019 | ||||||||||||
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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 | 29 | 32 | 34 | 36 | 36 | 37 | 37 | 39 | 39 | 39 | 39 | |
Closed Higher | 13 | 16 | 16 | 16 | 18 | 25 | 24 | 18 | 18 | 23 | 22 | |
Exceeded High | 8 | 13 | 15 | 11 | 16 | 24 | 19 | 14 | 17 | 19 | 16 | |
Scenario Percentage | 62% | 81% | 94% | 69% | 89% | 96% | 79% | 78% | 94% | 83% | 73% | |
Avg Max Increase | 6.62% | 8.56% | 7.64% | 12.09% | 10.48% | 11.04% | 8.30% | 9.12% | 10.97% | 15.18% | 8.94% | |
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 | 14 | 17 | 15 | 15 | 19 | 15 | 19 | |
Avg Max Decline | -1.86% | -1.16% | -1.35% | -1.33% | -1.75% | -2.66% | -2.55% | -2.08% | -3.70% | -2.01% | -1.30% | |
Max Decline | -2.90% | -7.43% | -7.00% | -4.92% | -13.08% | -9.29% | -13.06% | -6.25% | -16.96% | -8.90% | -5.04% | |
Avg Days to Max Decline | 6 | 7 | 8 | 5 | 9 | 5 | 8 | 7 | 12 | 6 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | No | Yes | Yes | No | Yes | Yes |
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