MRCI Online
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| ScenarioSM Study for January RBOB Gasoline(NYM) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 22 | 24 | 25 | 28 | 32 | 32 | 33 | 33 | 33 | 33 | |
| Closed Higher | 6 | 14 | 17 | 17 | 14 | 14 | 22 | 17 | 18 | 17 | 14 | |
| Exceeded High | 5 | 13 | 16 | 15 | 12 | 13 | 20 | 15 | 17 | 11 | 10 | |
| Scenario Percentage | 83% | 93% | 94% | 88% | 86% | 93% | 91% | 88% | 94% | 65% | 71% | |
| Avg Max Increase | 9.08% | 9.51% | 9.52% | 8.98% | 8.01% | 9.64% | 11.50% | 9.88% | 7.50% | 9.93% | 9.05% | |
| Max Increase | 13.56% | 21.47% | 26.16% | 34.34% | 15.81% | 30.83% | 64.52% | 32.03% | 20.91% | 18.76% | 14.97% | |
| Avg Days To Max Increase | 17 | 18 | 16 | 16 | 22 | 18 | 19 | 17 | 11 | 16 | 23 | |
| Avg Max Decline | -4.07% | -1.98% | -2.54% | -2.21% | -2.97% | -2.83% | -1.76% | -3.15% | -2.83% | -2.11% | -2.95% | |
| Max Decline | -16.28% | -13.63% | -8.85% | -8.17% | -10.30% | -14.30% | -8.98% | -12.01% | -13.00% | -6.97% | -6.96% | |
| Avg Days to Max Decline | 8 | 12 | 7 | 7 | 7 | 13 | 10 | 8 | 6 | 11 | 6 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
