MRCI Online
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| ScenarioSM Study for January RBOB Gasoline(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 11 | 19 | 21 | 22 | 25 | 29 | 29 | 30 | 30 | 30 | 30 | |
| Closed Higher | 6 | 13 | 16 | 15 | 12 | 14 | 21 | 15 | 16 | 15 | 12 | |
| Exceeded High | 5 | 12 | 15 | 13 | 10 | 13 | 19 | 13 | 15 | 9 | 9 | |
| Scenario Percentage | 83% | 92% | 94% | 87% | 83% | 93% | 90% | 87% | 94% | 60% | 75% | |
| Avg Max Increase | 9.08% | 9.99% | 8.99% | 9.54% | 8.60% | 9.64% | 11.60% | 9.18% | 7.00% | 11.15% | 8.71% | |
| Max Increase | 13.56% | 21.47% | 26.16% | 34.34% | 15.81% | 30.83% | 64.52% | 32.03% | 20.91% | 20.41% | 14.22% | |
| Avg Days To Max Increase | 17 | 17 | 15 | 18 | 22 | 18 | 18 | 16 | 11 | 20 | 24 | |
| Avg Max Decline | -4.07% | -1.01% | -2.28% | -1.84% | -2.32% | -2.83% | -1.53% | -3.12% | -2.89% | -2.31% | -3.21% | |
| Max Decline | -16.28% | -4.88% | -8.85% | -8.17% | -5.72% | -14.30% | -8.98% | -12.01% | -13.00% | -6.97% | -6.96% | |
| Avg Days to Max Decline | 8 | 12 | 7 | 8 | 7 | 13 | 10 | 8 | 5 | 13 | 6 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
