MRCI Online
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| ScenarioSM Study for February 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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 7 | 19 | 20 | 23 | 26 | 27 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 4 | 15 | 14 | 11 | 14 | 19 | 15 | 16 | 14 | 13 | 18 | |
| Exceeded High | 4 | 14 | 12 | 8 | 14 | 17 | 13 | 13 | 8 | 10 | 17 | |
| Scenario Percentage | 100% | 93% | 86% | 73% | 100% | 89% | 87% | 81% | 57% | 77% | 94% | |
| Avg Max Increase | 9.50% | 9.04% | 9.41% | 9.69% | 9.99% | 10.87% | 8.66% | 7.25% | 12.57% | 14.26% | 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 | 16 | 18 | 20 | 17 | 17 | 15 | 15 | 26 | 17 | 15 | |
| Avg Max Decline | -2.42% | -2.23% | -1.43% | -2.28% | -2.34% | -1.25% | -2.84% | -2.87% | -2.48% | -3.99% | -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 | 6 | 9 | 8 | 12 | 9 | 8 | 6 | 14 | 6 | 6 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
