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ScenarioSM Study for April RBOB Gasoline(NYM) as of Jun 08, 2020 | ||||||||||||
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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 | 14 | 24 | 27 | 30 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 11 | 11 | 16 | 20 | 20 | 16 | 18 | 19 | 20 | 21 | 17 | |
Exceeded High | 9 | 8 | 15 | 16 | 17 | 14 | 12 | 16 | 20 | 17 | 16 | |
Scenario Percentage | 82% | 73% | 94% | 80% | 85% | 88% | 67% | 84% | 100% | 81% | 94% | |
Avg Max Increase | 10.24% | 9.01% | 8.35% | 10.26% | 8.04% | 7.46% | 9.89% | 13.03% | 10.61% | 14.25% | 10.16% | |
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 | 15 | 18 | 20 | 17 | 15 | 16 | 23 | 17 | 17 | 19 | 20 | |
Avg Max Decline | -0.84% | -2.33% | -2.20% | -1.22% | -1.44% | -2.36% | -2.05% | -1.87% | -1.87% | -4.79% | -3.19% | |
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 | 3 | 3 | 12 | 8 | 8 | 5 | 15 | 5 | 9 | 9 | 5 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | No | Yes | Yes | Yes | Yes |
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