MRCI Online
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| ScenarioSM Study for May RBOB Gasoline(NYM) as of May 08, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 30 | 32 | 34 | 37 | 38 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 11 | 18 | 19 | 18 | 15 | 21 | 20 | 22 | 25 | 21 | 29 | |
| Exceeded High | 9 | 17 | 17 | 14 | 13 | 14 | 17 | 22 | 22 | 21 | 22 | |
| Scenario Percentage | 82% | 94% | 89% | 78% | 87% | 67% | 85% | 100% | 88% | 100% | 76% | |
| Avg Max Increase | 8.05% | 8.18% | 9.38% | 8.28% | 7.93% | 9.95% | 13.25% | 12.24% | 15.17% | 17.79% | 9.93% | |
| Max Increase | 14.52% | 26.43% | 52.64% | 28.22% | 17.98% | 17.01% | 24.88% | 30.79% | 44.10% | 47.38% | 22.82% | |
| Avg Days To Max Increase | 18 | 18 | 18 | 15 | 15 | 23 | 17 | 18 | 19 | 18 | 19 | |
| Avg Max Decline | -0.74% | -2.29% | -2.02% | -1.19% | -1.59% | -1.47% | -1.70% | -2.21% | -4.13% | -3.54% | -2.55% | |
| Max Decline | -3.70% | -11.73% | -12.56% | -3.56% | -7.87% | -5.12% | -8.63% | -9.31% | -17.17% | -14.16% | -8.74% | |
| Avg Days to Max Decline | 7 | 12 | 9 | 8 | 5 | 15 | 5 | 8 | 9 | 9 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
