|
ScenarioSM Study for November NY Harbor ULSD(NYM) as of Jan 01, 2009 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 18 | 22 | 24 | 25 | 28 | 29 | 30 | 30 | 30 | 30 | 30 | |
Closed Higher | 8 | 12 | 12 | 13 | 21 | 20 | 16 | 14 | 18 | 17 | 20 | |
Exceeded High | 5 | 12 | 9 | 12 | 20 | 16 | 12 | 14 | 15 | 17 | 15 | |
Scenario Percentage | 63% | 100% | 75% | 92% | 95% | 80% | 75% | 100% | 83% | 100% | 75% | |
Avg Max Increase | 10.18% | 7.23% | 11.70% | 12.17% | 12.47% | 11.55% | 9.21% | 11.40% | 15.92% | 10.73% | 5.48% | |
Max Increase | 15.12% | 17.61% | 28.01% | 23.28% | 51.12% | 53.09% | 23.81% | 24.96% | 76.22% | 39.38% | 15.65% | |
Avg Days To Max Increase | 14 | 14 | 12 | 14 | 19 | 17 | 15 | 18 | 18 | 13 | 14 | |
Avg Max Decline | -0.81% | -1.24% | -1.48% | -1.55% | -2.24% | -2.18% | -1.74% | -2.38% | -2.25% | -2.89% | -2.38% | |
Max Decline | -2.17% | -6.74% | -4.81% | -5.33% | -8.88% | -11.99% | -5.77% | -8.22% | -8.55% | -15.12% | -13.24% | |
Avg Days to Max Decline | 8 | 9 | 5 | 9 | 7 | 9 | 8 | 12 | 9 | 7 | 3 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |