MRCI Online
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| ScenarioSM Study for May RBOB Gasoline(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 16 | 27 | 29 | 31 | 34 | 35 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 9 | 16 | 17 | 18 | 14 | 19 | 20 | 20 | 22 | 19 | 26 | |
| Exceeded High | 7 | 15 | 15 | 14 | 12 | 13 | 17 | 20 | 20 | 19 | 20 | |
| Scenario Percentage | 78% | 94% | 88% | 78% | 86% | 68% | 85% | 100% | 91% | 100% | 77% | |
| Avg Max Increase | 7.98% | 8.18% | 9.98% | 8.28% | 7.76% | 10.14% | 13.25% | 11.52% | 13.90% | 17.40% | 10.28% | |
| Max Increase | 14.52% | 26.43% | 52.64% | 28.22% | 17.98% | 17.01% | 24.88% | 29.01% | 31.39% | 47.38% | 22.82% | |
| Avg Days To Max Increase | 17 | 18 | 18 | 15 | 15 | 24 | 17 | 18 | 19 | 19 | 20 | |
| Avg Max Decline | -0.56% | -1.97% | -1.26% | -1.19% | -1.71% | -1.69% | -1.70% | -2.00% | -4.26% | -3.86% | -2.77% | |
| Max Decline | -3.30% | -11.73% | -7.94% | -3.56% | -7.87% | -5.12% | -8.63% | -9.31% | -17.17% | -14.16% | -8.74% | |
| Avg Days to Max Decline | 2 | 12 | 8 | 8 | 5 | 16 | 5 | 9 | 10 | 9 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes | Not Yet | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
