MRCI Online
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| ScenarioSM Study for March RBOB Gasoline(NYM) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 16 | 25 | 28 | 29 | 32 | 33 | 34 | 35 | 35 | 35 | 35 | |
| Closed Higher | 11 | 18 | 15 | 16 | 21 | 17 | 18 | 17 | 16 | 21 | 21 | |
| Exceeded High | 10 | 15 | 11 | 15 | 18 | 15 | 17 | 10 | 13 | 21 | 13 | |
| Scenario Percentage | 91% | 83% | 73% | 94% | 86% | 88% | 94% | 59% | 81% | 100% | 62% | |
| Avg Max Increase | 9.84% | 8.95% | 8.34% | 9.02% | 10.28% | 9.32% | 7.27% | 11.32% | 12.64% | 10.51% | 10.27% | |
| Max Increase | 24.62% | 32.02% | 15.22% | 26.75% | 57.53% | 31.03% | 20.25% | 18.41% | 23.07% | 31.11% | 18.82% | |
| Avg Days To Max Increase | 19 | 15 | 19 | 18 | 17 | 13 | 12 | 25 | 17 | 16 | 16 | |
| Avg Max Decline | -1.60% | -1.53% | -2.46% | -2.29% | -1.36% | -1.78% | -2.16% | -2.16% | -3.38% | -2.76% | -2.42% | |
| Max Decline | -5.80% | -7.25% | -9.40% | -13.08% | -8.58% | -10.27% | -10.51% | -5.76% | -12.03% | -11.73% | -13.95% | |
| Avg Days to Max Decline | 6 | 7 | 9 | 9 | 10 | 6 | 5 | 18 | 6 | 11 | 3 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | Yes | No | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
