MRCI Logo
MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for February RBOB Gasoline(NYM) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   6 18 19 22 25 26 28 28 28 28 28
Closed Higher   4 14 14 11 13 18 14 16 14 12 17
Exceeded High   4 13 12 8 13 16 13 13 8 9 17
Scenario Percentage   100% 93% 86% 73% 100% 89% 93% 81% 57% 75% 100%
Avg Max Increase   9.50% 9.69% 9.41% 9.69% 9.77% 11.26% 8.66% 7.25% 12.57% 15.14% 8.79%
Max Increase   11.65% 25.45% 33.12% 15.86% 27.86% 60.66% 32.50% 20.66% 20.48% 26.51% 18.16%
Avg Days To Max Increase   23 17 18 20 17 16 15 15 26 16 15
Avg Max Decline   -2.42% -2.41% -1.43% -2.28% -2.57% -1.06% -2.84% -2.87% -2.48% -4.25% -1.43%
Max Decline   -4.82% -8.60% -7.88% -5.68% -13.16% -8.84% -10.51% -10.64% -6.43% -12.74% -7.44%
Avg Days to Max Decline   6 7 9 8 13 9 8 6 14 5 6
2013 Contract Condition   Yes         Yes Yes     Yes Yes
Action   Yes         Yes Yes     Yes Yes
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   6 18 19 22 25 26 28 28 28 28 28
Closed Lower   2 3 5 11 12 8 14 12 14 16 11
Penetrated Low       4 6 9 5 10 8 11 11 5
Scenario Percentage   0% 0% 80% 55% 75% 63% 71% 67% 79% 69% 45%
Avg Max Decline       9.28% 8.12% 6.52% 10.88% 12.52% 14.71% 15.41% 14.08% 14.49%
Max Decline       21.77% 11.10% 14.17% 25.75% 49.13% 56.50% 47.23% 33.63% 20.12%
Avg Days To Max Decline       16 15 16 17 18 15 17 17 18
Avg Max Increase       -2.84% 0.07% -2.74% -3.66% -2.01% -0.54% -2.60% -2.84% -5.25%
Max Increase       -6.45% -1.49% -8.68% -12.38% -12.11% -3.94% -7.15% -12.85% -20.52%
Avg Days to Max Increase       8 3 9 17 11 4 3 12 5
2013 Contract Condition     Yes Yes Yes Yes     Yes Yes    
Action     Yes Yes Yes No     Yes Yes    
High 263.92 289.93 294.26 292.31 282.36 240.75 257.72 282.44 286.61 280.87 274.87 281.23
Low 256.59 263.33 284.86 279.18 243.62 220.14 232.67 251.10 261.19 256.54 254.15 259.59
Close/Last 262.67 284.93 284.86 281.39 243.68 236.95 250.02 279.87 272.12 260.47 273.09 276.17

Copyright © 2020 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Toll Free: 800-927-7259