MRCI Online
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| ScenarioSM Study for October NY Harbor ULSD(NYM) as of Dec 06, 2024 | ||||||||||||
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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 | 35 | 38 | 40 | 42 | 42 | 43 | 43 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 19 | 19 | 20 | 21 | 27 | 27 | 21 | 23 | 27 | 24 | |
| Exceeded High | 9 | 15 | 18 | 15 | 19 | 26 | 21 | 17 | 22 | 23 | 18 | |
| Scenario Percentage | 60% | 79% | 95% | 75% | 90% | 96% | 78% | 81% | 96% | 85% | 75% | |
| Avg Max Increase | 6.55% | 9.19% | 9.37% | 13.68% | 11.07% | 11.59% | 9.47% | 9.87% | 10.99% | 14.22% | 9.08% | |
| 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 | 17 | 16 | 15 | 17 | 16 | 19 | |
| Avg Max Decline | -1.53% | -1.09% | -1.34% | -1.37% | -1.83% | -2.53% | -2.47% | -1.77% | -3.31% | -2.84% | -1.59% | |
| 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 | 7 | 4 | 9 | 5 | 8 | 6 | 11 | 7 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
