MRCI Online
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| ScenarioSM Study for December NY Harbor ULSD(NYM) as of Dec 07, 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 | 37 | 39 | 40 | 42 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 19 | 20 | 21 | 27 | 27 | 22 | 24 | 27 | 24 | 26 | 17 | |
| Exceeded High | 18 | 16 | 19 | 26 | 20 | 17 | 21 | 23 | 21 | 22 | 11 | |
| Scenario Percentage | 95% | 80% | 90% | 96% | 74% | 77% | 88% | 85% | 88% | 85% | 65% | |
| Avg Max Increase | 9.12% | 12.28% | 10.75% | 11.14% | 9.41% | 9.67% | 9.42% | 12.44% | 10.25% | 7.99% | 6.91% | |
| Max Increase | 24.00% | 29.44% | 24.62% | 42.04% | 28.68% | 24.91% | 24.98% | 74.87% | 38.50% | 21.61% | 18.25% | |
| Avg Days To Max Increase | 15 | 14 | 16 | 17 | 17 | 15 | 17 | 17 | 14 | 13 | 17 | |
| Avg Max Decline | -1.38% | -1.39% | -1.91% | -2.03% | -2.21% | -1.36% | -3.19% | -3.13% | -2.87% | -2.79% | -1.81% | |
| Max Decline | -6.64% | -5.08% | -12.74% | -8.02% | -11.13% | -5.77% | -15.93% | -13.57% | -14.50% | -13.85% | -3.31% | |
| Avg Days to Max Decline | 7 | 5 | 9 | 5 | 8 | 4 | 12 | 8 | 7 | 4 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | No | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
