|
ScenarioSM Study for October NY Harbor ULSD(NYM) as of Nov 09, 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 | 31 | 34 | 36 | 38 | 38 | 39 | 39 | 41 | 41 | 41 | 41 | |
Closed Higher | 13 | 17 | 17 | 17 | 19 | 25 | 25 | 19 | 20 | 25 | 22 | |
Exceeded High | 8 | 14 | 16 | 12 | 17 | 24 | 19 | 15 | 19 | 21 | 17 | |
Scenario Percentage | 62% | 82% | 94% | 71% | 89% | 96% | 76% | 79% | 95% | 84% | 77% | |
Avg Max Increase | 6.62% | 8.83% | 7.47% | 11.79% | 10.18% | 11.04% | 8.30% | 9.62% | 10.44% | 14.38% | 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 | 15 | 15 | 14 | 15 | 17 | 15 | 15 | 18 | 15 | 20 | |
Avg Max Decline | -1.86% | -1.08% | -1.40% | -1.27% | -1.86% | -2.66% | -2.55% | -2.10% | -3.63% | -2.41% | -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 | 13 | 6 | 4 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.