MRCI Online
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| ScenarioSM Study for November NY Harbor ULSD(NYM) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 26 | 30 | 32 | 33 | 36 | 37 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 13 | 14 | 15 | 18 | 26 | 24 | 18 | 18 | 22 | 21 | 22 | |
| Exceeded High | 9 | 13 | 12 | 17 | 25 | 19 | 14 | 17 | 19 | 19 | 17 | |
| Scenario Percentage | 69% | 93% | 80% | 94% | 96% | 79% | 78% | 94% | 86% | 90% | 77% | |
| Avg Max Increase | 8.52% | 8.08% | 11.11% | 10.38% | 12.18% | 10.53% | 8.89% | 10.91% | 14.06% | 10.41% | 5.34% | |
| Max Increase | 17.86% | 18.20% | 28.01% | 23.28% | 51.12% | 53.09% | 23.81% | 24.96% | 76.22% | 39.38% | 15.65% | |
| Avg Days To Max Increase | 18 | 15 | 12 | 15 | 18 | 15 | 14 | 17 | 18 | 13 | 14 | |
| Avg Max Decline | -1.52% | -1.30% | -1.17% | -1.96% | -2.36% | -2.18% | -1.52% | -3.26% | -2.54% | -3.07% | -2.17% | |
| Max Decline | -7.40% | -6.74% | -4.81% | -12.84% | -8.88% | -11.99% | -5.77% | -16.48% | -8.55% | -15.12% | -13.24% | |
| Avg Days to Max Decline | 9 | 9 | 5 | 9 | 7 | 8 | 7 | 11 | 9 | 8 | 3 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
