MRCI Online
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| ScenarioSM Study for April RBOB Gasoline(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 8 | 18 | 21 | 24 | 28 | 28 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 6 | 8 | 13 | 18 | 16 | 12 | 15 | 16 | 17 | 19 | 15 | |
| Exceeded High | 5 | 6 | 13 | 15 | 14 | 10 | 10 | 13 | 17 | 16 | 15 | |
| Scenario Percentage | 83% | 75% | 100% | 83% | 88% | 83% | 67% | 81% | 100% | 84% | 100% | |
| Avg Max Increase | 13.92% | 10.54% | 9.28% | 10.46% | 7.39% | 7.34% | 10.15% | 13.52% | 11.69% | 13.57% | 9.97% | |
| Max Increase | 28.83% | 14.66% | 27.24% | 54.45% | 28.85% | 18.46% | 17.20% | 27.12% | 33.52% | 30.03% | 24.67% | |
| Avg Days To Max Increase | 16 | 19 | 20 | 17 | 14 | 17 | 23 | 18 | 18 | 18 | 19 | |
| Avg Max Decline | 0.40% | -2.91% | -1.85% | -0.95% | -1.19% | -2.63% | -2.33% | -1.94% | -1.81% | -5.06% | -3.25% | |
| Max Decline | -2.21% | -11.05% | -11.95% | -7.78% | -8.21% | -9.33% | -5.20% | -8.51% | -9.66% | -17.22% | -10.79% | |
| Avg Days to Max Decline | 2 | 3 | 12 | 8 | 9 | 6 | 14 | 6 | 10 | 10 | 5 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
