MRCI Online
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| ScenarioSM Study for December 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 33 | 35 | 36 | 38 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 16 | 17 | 18 | 26 | 24 | 19 | 20 | 24 | 23 | 24 | 15 | |
| Exceeded High | 15 | 13 | 16 | 25 | 18 | 14 | 18 | 20 | 21 | 21 | 10 | |
| Scenario Percentage | 94% | 76% | 89% | 96% | 75% | 74% | 90% | 83% | 91% | 88% | 67% | |
| Avg Max Increase | 7.53% | 10.52% | 10.34% | 10.51% | 8.23% | 9.02% | 10.13% | 13.35% | 10.25% | 7.83% | 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 | 15 | 14 | 14 | 17 | 17 | 15 | 18 | 18 | 14 | 13 | 18 | |
| Avg Max Decline | -1.51% | -1.52% | -1.82% | -2.10% | -2.28% | -1.54% | -3.35% | -2.32% | -2.87% | -2.89% | -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 | 8 | 6 | 8 | 5 | 8 | 4 | 12 | 8 | 7 | 5 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | 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.
