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ScenarioSM Study for April RBOB Gasoline(NYM) as of Sep 16, 2022 | ||||||||||||
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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 | 16 | 26 | 29 | 32 | 36 | 36 | 37 | 37 | 37 | 37 | 37 | |
Closed Higher | 13 | 13 | 18 | 22 | 21 | 17 | 19 | 20 | 22 | 23 | 19 | |
Exceeded High | 11 | 10 | 17 | 18 | 17 | 15 | 12 | 17 | 22 | 19 | 18 | |
Scenario Percentage | 85% | 77% | 94% | 82% | 81% | 88% | 63% | 85% | 100% | 83% | 95% | |
Avg Max Increase | 12.68% | 9.12% | 8.23% | 9.82% | 8.04% | 7.66% | 9.89% | 13.61% | 12.45% | 16.83% | 11.47% | |
Max Increase | 35.19% | 14.66% | 27.24% | 54.45% | 28.85% | 18.46% | 17.20% | 27.12% | 33.52% | 46.23% | 32.66% | |
Avg Days To Max Increase | 17 | 19 | 21 | 19 | 15 | 16 | 23 | 18 | 18 | 18 | 19 | |
Avg Max Decline | -0.84% | -2.31% | -2.41% | -1.76% | -1.44% | -2.24% | -2.05% | -1.89% | -1.85% | -4.40% | -2.94% | |
Max Decline | -5.74% | -11.05% | -11.95% | -12.80% | -8.21% | -9.33% | -5.20% | -8.51% | -9.66% | -17.22% | -10.79% | |
Avg Days to Max Decline | 3 | 8 | 12 | 9 | 8 | 5 | 15 | 5 | 9 | 8 | 4 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | Yes |
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