MRCI's ScenarioSM Study

ScenarioSM Study for October NY Harbor ULSD(NYM) as of Dec 27, 2023
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		34	37	39	41	41	42	42	44	44	44	44
Closed Higher		15	19	19	19	21	26	27	21	22	27	24
Exceeded High		9	15	18	14	19	25	21	17	21	23	17
Scenario Percentage		60%	79%	95%	74%	90%	96%	78%	81%	95%	85%	71%
Avg Max Increase		6.55%	9.19%	9.37%	14.26%	11.07%	11.84%	9.47%	9.87%	11.30%	14.21%	9.32%
Max Increase		10.87%	18.00%	24.72%	35.45%	28.48%	41.86%	27.65%	23.89%	35.23%	79.92%	40.09%
Avg Days To Max Increase		23	16	16	13	16	18	16	15	17	16	18
Avg Max Decline		-1.53%	-1.09%	-1.34%	-1.21%	-1.83%	-2.58%	-2.47%	-1.77%	-3.48%	-2.84%	-1.26%
Max Decline		-2.90%	-7.43%	-7.00%	-4.92%	-13.08%	-9.29%	-13.06%	-6.25%	-16.96%	-13.63%	-5.04%
Avg Days to Max Decline		6	6	7	4	9	5	8	6	12	7	4
2023 Contract Condition		Yes	Yes							Yes	Yes	Yes
Action		Yes	No							Yes	Yes	Yes

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		34	37	39	41	41	42	42	44	44	44	44
Closed Lower		19	18	20	22	20	16	15	22	22	17	20
Penetrated Low		16	14	14	15	13	12	9	15	17	12	10
Scenario Percentage		84%	78%	70%	68%	65%	75%	60%	68%	77%	71%	50%
Avg Max Decline		11.03%	12.79%	13.48%	13.32%	9.14%	9.01%	8.54%	8.50%	9.56%	9.98%	8.74%
Max Decline		36.46%	33.28%	34.01%	36.25%	40.53%	20.80%	20.97%	19.56%	27.66%	23.53%	19.20%
Avg Days To Max Decline		18	19	17	16	13	15	14	16	18	18	18
Avg Max Increase		-1.69%	-1.75%	-3.39%	-1.05%	-2.43%	-4.24%	-3.35%	-1.45%	-3.03%	-4.69%	-1.88%
Max Increase		-5.11%	-5.77%	-9.83%	-6.11%	-9.26%	-14.09%	-7.19%	-7.37%	-8.21%	-21.03%	-3.28%
Avg Days to Max Increase		4	5	9	4	8	9	12	4	11	11	7
2023 Contract Condition				Yes	Yes	Yes	Yes	Yes	Yes
Action				Yes	Yes	Yes	Yes	Yes	No
High	295.19	303.79	306.02	293.50	296.10	281.10	276.02	265.15	242.72	248.36	297.03	329.66
Low	265.76	274.50	275.48	259.25	264.82	255.10	237.72	235.50	221.74	225.65	237.21	291.74
Close/Last	270.61	288.82	292.44	286.79	282.22	267.50	254.57	241.05	226.88	243.78	295.08	311.31