MRCI Online
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| ScenarioSM Study for April RBOB Gasoline(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 2 | 12 | 15 | 18 | 22 | 22 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 2 | 6 | 10 | 13 | 14 | 11 | 11 | 11 | 12 | 15 | 10 | |
| Exceeded High | 2 | 4 | 10 | 11 | 13 | 9 | 7 | 8 | 12 | 12 | 10 | |
| Scenario Percentage | 100% | 67% | 100% | 85% | 93% | 82% | 64% | 73% | 100% | 80% | 100% | |
| Avg Max Increase | 5.96% | 10.20% | 9.92% | 11.97% | 7.77% | 7.44% | 10.68% | 15.84% | 11.26% | 13.88% | 11.54% | |
| Max Increase | 6.60% | 12.95% | 27.24% | 54.45% | 28.85% | 18.46% | 17.20% | 27.12% | 33.52% | 30.03% | 24.67% | |
| Avg Days To Max Increase | 19 | 22 | 22 | 19 | 14 | 18 | 23 | 14 | 17 | 18 | 21 | |
| Avg Max Decline | -1.07% | -3.61% | -1.08% | -1.39% | -1.17% | -2.76% | -2.21% | -0.91% | -2.01% | -4.91% | -3.65% | |
| Max Decline | -2.21% | -11.05% | -6.60% | -7.78% | -8.21% | -9.33% | -5.20% | -2.63% | -9.66% | -14.84% | -10.79% | |
| Avg Days to Max Decline | 4 | 3 | 14 | 9 | 10 | 4 | 15 | 3 | 10 | 11 | 6 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
