MRCI's ScenarioSM Study

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

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	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 Lower		4	7	13	13	11	16	16	18	19	14	14
Penetrated Low		1	5	8	9	7	10	12	15	14	7	9
Scenario Percentage		25%	71%	62%	69%	64%	63%	75%	83%	74%	50%	64%
Avg Max Decline		9.43%	8.90%	8.69%	10.58%	11.51%	13.55%	14.24%	15.53%	15.49%	21.20%	10.96%
Max Decline		9.43%	21.39%	16.48%	30.04%	25.77%	48.34%	55.77%	45.55%	32.34%	43.15%	29.14%
Avg Days To Max Decline		4	17	15	15	17	18	16	18	18	16	14
Avg Max Increase		-5.34%	-3.06%	-0.51%	-2.10%	-2.67%	-1.89%	-0.92%	-2.28%	-3.05%	-4.58%	-2.45%
Max Increase		-5.34%	-6.37%	-2.09%	-8.82%	-11.97%	-11.93%	-7.32%	-6.63%	-10.96%	-17.88%	-12.22%
Avg Days to Max Increase		13	9	4	10	13	13	5	2	11	8	4
2020 Contract Condition				Yes			Yes					Yes
Action				Yes			No					Yes
High	162.20	167.46	178.78	176.15	165.11	170.30	162.27	169.92	163.69	170.57	177.27	181.14
Low	148.10	157.21	167.08	150.27	142.07	155.23	142.08	143.11	145.64	157.22	157.36	144.49
Close/Last	160.49	165.86	176.30	151.47	163.33	164.38	148.95	152.19	157.50	160.41	170.30	150.41