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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 Sep 26, 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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Newsflash

As soybean planting gets underway, there will be plenty of price movement. What kind of trading opportunities do soybeans and its products, soymeal and soyoil, normally offer now and throughout the year?
MRCI's newly released 2023 Historical Soy Complex special report illustrates seasonal patterns and historically reliable trading strategies!