MRCI Online
|
| ScenarioSM Study for December NY Harbor ULSD(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 36 | 38 | 39 | 41 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 18 | 19 | 20 | 26 | 26 | 21 | 23 | 27 | 23 | 26 | 16 | |
| Exceeded High | 17 | 15 | 18 | 25 | 19 | 16 | 21 | 23 | 21 | 22 | 10 | |
| Scenario Percentage | 94% | 79% | 90% | 96% | 73% | 76% | 91% | 85% | 91% | 85% | 63% | |
| Avg Max Increase | 8.25% | 11.14% | 9.98% | 10.51% | 8.49% | 9.33% | 9.42% | 12.44% | 10.25% | 7.99% | 6.83% | |
| Max Increase | 23.43% | 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 | 16 | 17 | 17 | 15 | 17 | 17 | 14 | 13 | 18 | |
| Avg Max Decline | -1.44% | -1.40% | -2.03% | -2.10% | -2.20% | -1.48% | -3.19% | -3.13% | -2.87% | -2.79% | -1.66% | |
| Max Decline | -6.64% | -5.08% | -12.74% | -8.02% | -11.13% | -5.77% | -15.93% | -13.57% | -14.50% | -13.85% | -2.99% | |
| Avg Days to Max Decline | 7 | 5 | 9 | 5 | 8 | 4 | 12 | 8 | 7 | 4 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
