|
ScenarioSM Study for May RBOB Gasoline(NYM) as of Jul 11, 2025 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 20 | 31 | 33 | 35 | 38 | 39 | 40 | 40 | 40 | 40 | 40 | |
Closed Higher | 11 | 19 | 19 | 18 | 15 | 22 | 20 | 23 | 26 | 21 | 30 | |
Exceeded High | 9 | 18 | 17 | 14 | 13 | 14 | 17 | 23 | 22 | 21 | 23 | |
Scenario Percentage | 82% | 95% | 89% | 78% | 87% | 64% | 85% | 100% | 85% | 100% | 77% | |
Avg Max Increase | 8.05% | 7.87% | 9.38% | 8.28% | 7.93% | 9.95% | 13.25% | 12.05% | 15.17% | 17.79% | 9.60% | |
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 | 18 | |
Avg Max Decline | -0.74% | -2.16% | -2.02% | -1.19% | -1.59% | -1.47% | -1.70% | -2.10% | -4.13% | -3.54% | -2.46% | |
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 | 11 | 9 | 8 | 5 | 15 | 5 | 8 | 9 | 9 | 3 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.