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ScenarioSM Study for December NY Harbor ULSD(NYM) as of Jan 01, 2018 | ||||||||||||
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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 | 32 | 34 | 35 | 37 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 15 | 16 | 18 | 25 | 23 | 18 | 19 | 24 | 22 | 23 | 15 | |
Exceeded High | 14 | 13 | 16 | 24 | 17 | 14 | 17 | 20 | 20 | 20 | 10 | |
Scenario Percentage | 93% | 81% | 89% | 96% | 74% | 78% | 89% | 83% | 91% | 87% | 67% | |
Avg Max Increase | 7.73% | 10.52% | 10.34% | 10.37% | 8.28% | 9.02% | 10.64% | 13.35% | 10.30% | 8.00% | 6.83% | |
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 | 14 | 14 | 14 | 17 | 17 | 15 | 18 | 18 | 14 | 13 | 18 | |
Avg Max Decline | -1.57% | -1.52% | -1.82% | -2.04% | -2.28% | -1.54% | -3.11% | -2.32% | -2.90% | -3.03% | -1.66% | |
Max Decline | -6.64% | -5.08% | -12.74% | -8.02% | -11.13% | -5.77% | -15.93% | -8.30% | -14.50% | -13.85% | -2.99% | |
Avg Days to Max Decline | 9 | 6 | 8 | 5 | 8 | 4 | 12 | 8 | 7 | 5 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Yes |
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