MRCI Online
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| ScenarioSM Study for November NY Harbor ULSD(NYM) as of Dec 07, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 36 | 38 | 39 | 42 | 43 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 17 | 19 | 19 | 22 | 28 | 28 | 22 | 23 | 26 | 24 | 26 | |
| Exceeded High | 13 | 18 | 15 | 20 | 27 | 22 | 17 | 21 | 23 | 22 | 20 | |
| Scenario Percentage | 76% | 95% | 79% | 91% | 96% | 79% | 77% | 91% | 88% | 92% | 77% | |
| Avg Max Increase | 9.37% | 9.07% | 13.04% | 10.85% | 12.87% | 11.27% | 9.60% | 9.64% | 12.96% | 11.19% | 5.53% | |
| Max Increase | 17.86% | 23.81% | 32.29% | 26.47% | 51.12% | 53.09% | 23.81% | 24.96% | 76.22% | 39.38% | 15.65% | |
| Avg Days To Max Increase | 17 | 15 | 12 | 16 | 19 | 16 | 14 | 16 | 18 | 14 | 14 | |
| Avg Max Decline | -1.08% | -1.31% | -1.09% | -1.99% | -2.31% | -2.13% | -1.28% | -3.34% | -3.51% | -3.58% | -2.13% | |
| Max Decline | -7.40% | -6.74% | -4.81% | -12.84% | -8.88% | -11.99% | -5.77% | -16.48% | -13.59% | -16.08% | -13.24% | |
| Avg Days to Max Decline | 7 | 7 | 4 | 10 | 7 | 8 | 7 | 12 | 10 | 9 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
