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ScenarioSM Study for May RBOB Gasoline(NYM) as of Jan 01, 2014 | ||||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 8 | 19 | 21 | 23 | 26 | 27 | 28 | 28 | 28 | 28 | 28 | |
Closed Higher | 5 | 11 | 13 | 12 | 10 | 15 | 15 | 15 | 19 | 15 | 22 | |
Exceeded High | 4 | 11 | 12 | 11 | 8 | 10 | 12 | 15 | 18 | 15 | 17 | |
Scenario Percentage | 80% | 100% | 92% | 92% | 80% | 67% | 80% | 100% | 95% | 100% | 77% | |
Avg Max Increase | 8.98% | 8.72% | 10.81% | 7.52% | 7.81% | 10.66% | 13.85% | 12.40% | 12.65% | 19.27% | 10.26% | |
Max Increase | 14.52% | 26.43% | 52.64% | 28.22% | 17.98% | 17.01% | 24.88% | 26.92% | 31.39% | 47.38% | 22.82% | |
Avg Days To Max Increase | 16 | 16 | 16 | 15 | 16 | 23 | 17 | 18 | 19 | 18 | 19 | |
Avg Max Decline | -0.42% | -1.92% | -0.85% | -0.85% | -1.74% | -1.83% | -1.82% | -1.70% | -4.68% | -3.32% | -2.64% | |
Max Decline | -3.30% | -11.73% | -7.94% | -3.56% | -7.87% | -5.12% | -8.63% | -9.31% | -17.17% | -8.87% | -8.74% | |
Avg Days to Max Decline | 2 | 15 | 8 | 10 | 6 | 16 | 5 | 8 | 10 | 8 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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