|
ScenarioSM Study for January RBOB Gasoline(NYM) as of Sep 16, 2022 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 18 | 26 | 28 | 29 | 32 | 36 | 36 | 37 | 37 | 37 | 37 | |
Closed Higher | 9 | 16 | 20 | 20 | 17 | 18 | 25 | 19 | 21 | 19 | 16 | |
Exceeded High | 8 | 15 | 19 | 17 | 14 | 17 | 23 | 16 | 20 | 12 | 12 | |
Scenario Percentage | 89% | 94% | 95% | 85% | 82% | 94% | 92% | 84% | 95% | 63% | 75% | |
Avg Max Increase | 11.10% | 9.87% | 10.02% | 9.29% | 8.72% | 8.78% | 10.89% | 9.86% | 7.86% | 10.38% | 9.91% | |
Max Increase | 26.22% | 21.47% | 26.16% | 34.34% | 16.16% | 30.83% | 64.52% | 32.03% | 20.91% | 20.41% | 14.97% | |
Avg Days To Max Increase | 18 | 19 | 17 | 17 | 22 | 18 | 19 | 16 | 11 | 18 | 25 | |
Avg Max Decline | -3.48% | -2.03% | -2.39% | -2.16% | -2.88% | -3.08% | -2.80% | -3.15% | -2.67% | -2.02% | -2.90% | |
Max Decline | -16.28% | -13.63% | -8.85% | -8.17% | -10.30% | -14.30% | -14.42% | -12.01% | -13.00% | -6.97% | -6.96% | |
Avg Days to Max Decline | 7 | 11 | 6 | 7 | 10 | 13 | 10 | 7 | 6 | 12 | 5 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No |
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