MRCI Online
|
| ScenarioSM Study for June RBOB Gasoline(NYM) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 5 | 15 | 17 | 20 | 22 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 2 | 9 | 10 | 9 | 12 | 11 | 13 | 16 | 11 | 18 | 16 | |
| Exceeded High | 2 | 9 | 9 | 7 | 8 | 8 | 13 | 14 | 11 | 17 | 12 | |
| Scenario Percentage | 100% | 100% | 90% | 78% | 67% | 73% | 100% | 88% | 100% | 94% | 75% | |
| Avg Max Increase | 3.58% | 11.88% | 8.45% | 7.81% | 10.63% | 14.15% | 9.45% | 13.50% | 19.13% | 12.97% | 9.56% | |
| Max Increase | 4.65% | 52.68% | 28.27% | 17.83% | 17.58% | 23.63% | 23.34% | 32.68% | 36.66% | 31.66% | 21.12% | |
| Avg Days To Max Increase | 15 | 19 | 15 | 17 | 24 | 15 | 18 | 19 | 20 | 16 | 15 | |
| Avg Max Decline | -0.24% | -1.34% | -0.89% | -1.92% | -1.71% | -0.88% | -1.80% | -4.53% | -2.12% | -3.87% | -2.03% | |
| Max Decline | -0.53% | -7.48% | -3.53% | -7.12% | -5.04% | -2.84% | -8.61% | -14.51% | -7.19% | -14.14% | -9.92% | |
| Avg Days to Max Decline | 2 | 9 | 11 | 3 | 17 | 3 | 10 | 11 | 9 | 5 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | 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.
