MRCI Online
|
| ScenarioSM Study for October NY Harbor ULSD(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 35 | 37 | 39 | 39 | 40 | 40 | 42 | 42 | 42 | 42 | |
| Closed Higher | 13 | 18 | 18 | 18 | 20 | 25 | 26 | 20 | 21 | 26 | 22 | |
| Exceeded High | 8 | 15 | 17 | 13 | 18 | 24 | 20 | 16 | 20 | 22 | 17 | |
| Scenario Percentage | 62% | 83% | 94% | 72% | 90% | 96% | 77% | 80% | 95% | 85% | 77% | |
| Avg Max Increase | 6.62% | 9.19% | 8.47% | 12.63% | 10.10% | 11.04% | 8.56% | 9.54% | 10.10% | 14.00% | 8.87% | |
| Max Increase | 10.87% | 18.00% | 24.55% | 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 | 15 | 17 | 16 | 15 | 17 | 16 | 20 | |
| Avg Max Decline | -1.86% | -1.09% | -1.41% | -1.21% | -1.97% | -2.66% | -2.45% | -1.96% | -3.52% | -2.92% | -1.64% | |
| Max Decline | -2.90% | -7.43% | -7.00% | -4.92% | -13.08% | -9.29% | -13.06% | -6.25% | -16.96% | -13.63% | -7.16% | |
| Avg Days to Max Decline | 6 | 6 | 8 | 4 | 9 | 5 | 7 | 6 | 12 | 7 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | 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.
