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ScenarioSM Study for November NY Harbor ULSD(NYM) as of Jan 21, 2022 | ||||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 31 | 35 | 37 | 38 | 41 | 42 | 43 | 43 | 43 | 43 | 43 | |
Closed Higher | 17 | 18 | 18 | 21 | 27 | 27 | 21 | 22 | 26 | 23 | 26 | |
Exceeded High | 13 | 17 | 14 | 19 | 26 | 21 | 16 | 21 | 23 | 21 | 20 | |
Scenario Percentage | 76% | 94% | 78% | 90% | 96% | 78% | 76% | 95% | 88% | 91% | 77% | |
Avg Max Increase | 9.37% | 8.21% | 11.67% | 10.03% | 12.25% | 10.51% | 9.26% | 9.64% | 12.96% | 10.24% | 5.38% | |
Max Increase | 17.86% | 23.61% | 28.01% | 23.28% | 51.12% | 53.09% | 23.81% | 24.96% | 76.22% | 39.38% | 15.65% | |
Avg Days To Max Increase | 17 | 15 | 13 | 16 | 18 | 16 | 14 | 16 | 18 | 13 | 13 | |
Avg Max Decline | -1.08% | -1.38% | -1.09% | -2.13% | -2.40% | -2.12% | -1.44% | -3.34% | -3.51% | -2.99% | -2.13% | |
Max Decline | -7.40% | -6.74% | -4.81% | -12.84% | -8.88% | -11.99% | -5.77% | -16.48% | -13.59% | -15.12% | -13.24% | |
Avg Days to Max Decline | 7 | 8 | 4 | 9 | 7 | 7 | 7 | 12 | 10 | 8 | 3 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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