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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April RBOB Gasoline(NYM) as of Oct 06, 2023
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   17 27 30 33 37 37 38 38 38 38 38
Closed Higher   14 14 18 22 21 17 20 20 23 24 19
Exceeded High   12 11 17 18 17 15 13 17 23 19 18
Scenario Percentage   86% 79% 94% 82% 81% 88% 65% 85% 100% 79% 95%
Avg Max Increase   13.00% 9.20% 8.23% 9.82% 8.04% 7.66% 9.76% 13.61% 12.29% 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   16 19 21 19 15 16 22 18 18 18 19
Avg Max Decline   -0.74% -2.14% -2.41% -1.76% -1.44% -2.24% -1.84% -1.89% -2.12% -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   4 7 12 9 8 5 14 5 8 8 4
2023 Contract Condition   Yes Yes         Yes   Yes Yes  
Action   Yes Yes         Yes   Yes No  
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   17 27 30 33 37 37 38 38 38 38 38
Closed Lower   3 13 12 11 16 19 17 18 15 14 19
Penetrated Low   2 7 8 8 10 14 14 16 9 9 12
Scenario Percentage   67% 54% 67% 73% 63% 74% 82% 89% 60% 64% 63%
Avg Max Decline   14.08% 7.86% 10.36% 10.92% 13.18% 12.76% 15.01% 13.42% 16.14% 20.85% 12.58%
Max Decline   19.72% 13.84% 25.39% 23.96% 45.36% 51.97% 42.72% 29.87% 42.20% 77.42% 74.64%
Avg Days To Max Decline   21 17 19 20 17 15 16 18 17 11 14
Avg Max Increase   -1.97% -0.51% -2.63% -1.46% -1.58% -0.86% -2.09% -2.79% -3.63% -1.83% -2.52%
Max Increase   -3.84% -1.89% -8.35% -11.01% -10.38% -6.77% -6.20% -12.42% -11.22% -8.27% -7.41%
Avg Days to Max Increase   12 5 10 12 9 6 2 11 13 6 5
2023 Contract Condition       Yes Yes Yes Yes   Yes     Yes
Action       Yes Yes Yes No   Yes     Yes
High 286.87 286.62 300.90 319.90 292.10 275.70 260.79 270.50 283.01 266.81 285.78 276.16
Low 244.28 263.70 275.53 281.50 250.30 250.30 233.30 245.81 241.88 223.75 241.57 246.71
Close/Last 261.24 274.54 290.73 282.44 277.51 251.76 239.70 261.39 258.02 263.09 273.52 264.20

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.