MRCI Online
|
| ScenarioSM Study for April RBOB Gasoline(NYM) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 11 | 21 | 24 | 27 | 31 | 31 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 9 | 10 | 14 | 18 | 18 | 13 | 16 | 17 | 18 | 19 | 16 | |
| Exceeded High | 8 | 8 | 13 | 15 | 15 | 11 | 10 | 14 | 18 | 16 | 15 | |
| Scenario Percentage | 89% | 80% | 93% | 83% | 83% | 85% | 63% | 82% | 100% | 84% | 94% | |
| Avg Max Increase | 10.49% | 9.01% | 9.28% | 10.46% | 7.75% | 7.14% | 10.15% | 13.34% | 11.15% | 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 | 14 | 18 | 20 | 17 | 15 | 17 | 23 | 17 | 17 | 18 | 19 | |
| Avg Max Decline | -0.66% | -2.33% | -1.85% | -0.95% | -1.33% | -2.46% | -2.33% | -1.83% | -1.84% | -5.06% | -3.25% | |
| Max Decline | -5.74% | -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 | 4 | 3 | 12 | 8 | 9 | 6 | 14 | 5 | 9 | 10 | 5 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
