MRCI Online
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| ScenarioSM Study for November NY Harbor ULSD(NYM) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 28 | 32 | 34 | 35 | 38 | 39 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 15 | 16 | 16 | 19 | 27 | 25 | 19 | 19 | 23 | 23 | 24 | |
| Exceeded High | 11 | 15 | 12 | 17 | 26 | 20 | 14 | 18 | 20 | 21 | 19 | |
| Scenario Percentage | 73% | 94% | 75% | 89% | 96% | 80% | 74% | 95% | 87% | 91% | 79% | |
| Avg Max Increase | 8.76% | 7.43% | 11.11% | 10.38% | 12.25% | 10.37% | 8.89% | 10.40% | 13.92% | 10.30% | 5.22% | |
| 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 | 17 | 14 | 12 | 15 | 18 | 15 | 14 | 18 | 19 | 13 | 14 | |
| Avg Max Decline | -1.17% | -1.30% | -1.17% | -1.96% | -2.40% | -2.19% | -1.52% | -3.49% | -2.74% | -2.99% | -2.20% | |
| 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 | 8 | 8 | 5 | 9 | 7 | 8 | 7 | 12 | 10 | 8 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | No | Yes | Yes | No | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
