MRCI Online
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| ScenarioSM Study for February RBOB Gasoline(NYM) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 26 | 27 | 30 | 33 | 34 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 7 | 18 | 19 | 16 | 18 | 22 | 19 | 20 | 17 | 17 | 22 | |
| Exceeded High | 7 | 17 | 16 | 12 | 17 | 19 | 16 | 17 | 11 | 14 | 20 | |
| Scenario Percentage | 100% | 94% | 84% | 75% | 94% | 86% | 84% | 85% | 65% | 82% | 91% | |
| Avg Max Increase | 7.92% | 9.81% | 8.67% | 9.01% | 9.38% | 10.84% | 9.41% | 7.68% | 11.29% | 14.79% | 8.15% | |
| Max Increase | 12.13% | 25.45% | 33.12% | 15.86% | 27.86% | 60.66% | 32.50% | 20.66% | 20.48% | 28.74% | 18.16% | |
| Avg Days To Max Increase | 24 | 17 | 17 | 20 | 17 | 18 | 16 | 15 | 24 | 17 | 14 | |
| Avg Max Decline | -4.03% | -2.33% | -1.86% | -2.72% | -2.29% | -1.39% | -2.89% | -2.70% | -2.27% | -3.60% | -1.46% | |
| Max Decline | -13.18% | -8.60% | -7.88% | -9.89% | -13.16% | -8.84% | -10.51% | -10.64% | -6.43% | -12.74% | -6.85% | |
| Avg Days to Max Decline | 9 | 6 | 8 | 8 | 12 | 9 | 7 | 5 | 17 | 5 | 5 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
