MRCI Online
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| ScenarioSM Study for October NY Harbor ULSD(NYM) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 30 | 33 | 35 | 37 | 37 | 38 | 38 | 40 | 40 | 40 | 40 | |
| Closed Higher | 13 | 16 | 16 | 17 | 19 | 25 | 25 | 18 | 19 | 24 | 22 | |
| Exceeded High | 8 | 13 | 15 | 12 | 17 | 24 | 19 | 14 | 18 | 20 | 17 | |
| Scenario Percentage | 62% | 81% | 94% | 71% | 89% | 96% | 76% | 78% | 95% | 83% | 77% | |
| Avg Max Increase | 6.62% | 8.56% | 7.64% | 11.79% | 10.18% | 11.04% | 8.30% | 9.12% | 10.57% | 14.77% | 8.87% | |
| 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 | 14 | 15 | 17 | 15 | 15 | 18 | 16 | 20 | |
| Avg Max Decline | -1.86% | -1.16% | -1.35% | -1.27% | -1.86% | -2.66% | -2.55% | -2.08% | -3.69% | -2.48% | -1.64% | |
| Max Decline | -2.90% | -7.43% | -7.00% | -4.92% | -13.08% | -9.29% | -13.06% | -6.25% | -16.96% | -11.42% | -7.16% | |
| Avg Days to Max Decline | 6 | 7 | 8 | 5 | 8 | 5 | 8 | 7 | 12 | 6 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
