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ScenarioSM Study for December NY Harbor ULSD(NYM) as of Jan 01, 2016 | ||||||||||||
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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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 30 | 32 | 33 | 35 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | |
Closed Higher | 14 | 16 | 17 | 24 | 22 | 17 | 18 | 23 | 20 | 21 | 14 | |
Exceeded High | 13 | 13 | 16 | 23 | 16 | 13 | 17 | 19 | 18 | 18 | 9 | |
Scenario Percentage | 93% | 81% | 94% | 96% | 73% | 76% | 94% | 83% | 90% | 86% | 64% | |
Avg Max Increase | 8.18% | 10.52% | 10.34% | 9.96% | 8.13% | 9.36% | 10.64% | 13.48% | 10.16% | 8.08% | 7.11% | |
Max Increase | 21.40% | 28.35% | 23.37% | 42.04% | 28.68% | 24.91% | 24.98% | 74.87% | 38.50% | 21.61% | 18.25% | |
Avg Days To Max Increase | 15 | 14 | 14 | 16 | 17 | 15 | 18 | 17 | 14 | 13 | 17 | |
Avg Max Decline | -1.54% | -1.52% | -1.82% | -1.78% | -2.03% | -1.52% | -3.11% | -2.10% | -2.88% | -3.06% | -1.59% | |
Max Decline | -6.64% | -5.08% | -12.74% | -7.19% | -11.13% | -5.77% | -15.93% | -8.30% | -14.50% | -13.85% | -2.99% | |
Avg Days to Max Decline | 9 | 6 | 8 | 5 | 8 | 5 | 12 | 8 | 7 | 5 | 3 | |
2015 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | No |
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