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ScenarioSM Study for December NY Harbor ULSD(NYM) as of May 10, 2021 | ||||||||||||
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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 | 35 | 37 | 38 | 40 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | |
Closed Higher | 17 | 18 | 19 | 26 | 25 | 20 | 22 | 26 | 23 | 25 | 15 | |
Exceeded High | 16 | 14 | 17 | 25 | 18 | 15 | 20 | 22 | 21 | 21 | 10 | |
Scenario Percentage | 94% | 78% | 89% | 96% | 72% | 75% | 91% | 85% | 91% | 84% | 67% | |
Avg Max Increase | 7.30% | 10.37% | 10.04% | 10.51% | 8.23% | 9.41% | 9.71% | 12.66% | 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 | 14 | 14 | 15 | 17 | 17 | 15 | 17 | 17 | 14 | 13 | 18 | |
Avg Max Decline | -1.42% | -1.45% | -1.92% | -2.10% | -2.28% | -1.59% | -3.28% | -2.66% | -2.87% | -2.89% | -1.66% | |
Max Decline | -6.64% | -5.08% | -12.74% | -8.02% | -11.13% | -5.77% | -15.93% | -11.22% | -14.50% | -13.85% | -2.99% | |
Avg Days to Max Decline | 8 | 6 | 8 | 5 | 8 | 4 | 13 | 8 | 7 | 5 | 3 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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