MRCI Online
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| ScenarioSM Study for January RBOB Gasoline(NYM) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 16 | 24 | 26 | 27 | 30 | 34 | 34 | 35 | 35 | 35 | 35 | |
| Closed Higher | 8 | 15 | 19 | 19 | 15 | 16 | 23 | 18 | 20 | 18 | 15 | |
| Exceeded High | 7 | 14 | 18 | 16 | 12 | 15 | 21 | 16 | 19 | 12 | 11 | |
| Scenario Percentage | 88% | 93% | 95% | 84% | 80% | 94% | 91% | 89% | 95% | 67% | 73% | |
| Avg Max Increase | 8.94% | 9.73% | 9.77% | 8.95% | 8.01% | 8.76% | 11.16% | 9.86% | 7.57% | 10.38% | 9.48% | |
| Max Increase | 15.14% | 21.47% | 26.16% | 34.34% | 15.81% | 30.83% | 64.52% | 32.03% | 20.91% | 20.41% | 14.97% | |
| Avg Days To Max Increase | 19 | 19 | 17 | 16 | 22 | 17 | 19 | 16 | 11 | 18 | 25 | |
| Avg Max Decline | -4.29% | -2.01% | -2.44% | -2.25% | -2.97% | -2.83% | -2.34% | -3.15% | -2.77% | -2.02% | -2.89% | |
| Max Decline | -16.28% | -13.63% | -8.85% | -8.17% | -10.30% | -14.30% | -13.96% | -12.01% | -13.00% | -6.97% | -6.96% | |
| Avg Days to Max Decline | 8 | 12 | 6 | 7 | 7 | 11 | 10 | 7 | 6 | 12 | 5 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | No | 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.
