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ScenarioSM Study for October Natural Gas(NYM) as of Jan 01, 2016 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 25 | 25 | 25 | 25 | 25 | 25 | 25 | 26 | 26 | 26 | 26 | |
Closed Higher | 8 | 6 | 12 | 11 | 17 | 16 | 16 | 13 | 11 | 10 | 11 | |
Exceeded High | 5 | 5 | 9 | 11 | 13 | 16 | 15 | 8 | 7 | 9 | 8 | |
Scenario Percentage | 63% | 83% | 75% | 100% | 76% | 100% | 94% | 62% | 64% | 90% | 73% | |
Avg Max Increase | 6.51% | 11.61% | 15.14% | 14.85% | 17.18% | 14.44% | 12.83% | 14.34% | 19.39% | 27.61% | 17.47% | |
Max Increase | 13.84% | 26.17% | 40.28% | 29.61% | 45.23% | 50.99% | 44.79% | 25.61% | 73.17% | 68.95% | 32.10% | |
Avg Days To Max Increase | 12 | 12 | 21 | 24 | 16 | 16 | 15 | 21 | 19 | 15 | 21 | |
Avg Max Decline | -1.43% | -1.72% | -2.25% | -2.94% | -2.17% | -3.57% | -4.46% | -5.54% | -6.69% | -5.58% | -3.55% | |
Max Decline | -4.29% | -2.44% | -5.67% | -5.39% | -6.85% | -7.82% | -11.85% | -12.50% | -17.71% | -12.12% | -7.53% | |
Avg Days to Max Decline | 4 | 12 | 11 | 9 | 6 | 8 | 10 | 10 | 10 | 5 | 5 | |
2015 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | Yes | No |
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