|
ScenarioSM Study for February RBOB Gasoline(NYM) as of Sep 16, 2022 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 15 | 27 | 28 | 31 | 34 | 35 | 37 | 37 | 37 | 37 | 37 | |
Closed Higher | 8 | 19 | 20 | 17 | 19 | 23 | 19 | 21 | 18 | 17 | 23 | |
Exceeded High | 8 | 18 | 17 | 13 | 18 | 20 | 16 | 18 | 11 | 14 | 22 | |
Scenario Percentage | 100% | 95% | 85% | 76% | 95% | 87% | 84% | 86% | 61% | 82% | 96% | |
Avg Max Increase | 8.38% | 10.06% | 9.01% | 9.04% | 9.06% | 10.49% | 9.41% | 7.95% | 11.29% | 15.17% | 9.03% | |
Max Increase | 12.13% | 25.45% | 33.12% | 15.86% | 27.86% | 60.66% | 32.50% | 20.66% | 20.48% | 30.09% | 18.16% | |
Avg Days To Max Increase | 25 | 18 | 17 | 21 | 18 | 18 | 16 | 15 | 24 | 17 | 16 | |
Avg Max Decline | -3.76% | -2.26% | -1.79% | -2.72% | -2.60% | -2.02% | -2.89% | -2.59% | -2.27% | -3.60% | -1.70% | |
Max Decline | -13.18% | -8.60% | -7.88% | -9.89% | -13.16% | -14.00% | -10.51% | -10.64% | -6.43% | -12.74% | -7.44% | |
Avg Days to Max Decline | 8 | 6 | 8 | 11 | 12 | 10 | 7 | 5 | 17 | 5 | 5 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |