MRCI Online
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| ScenarioSM Study for June RBOB Gasoline(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 11 | 21 | 23 | 26 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 5 | 14 | 12 | 10 | 16 | 16 | 17 | 20 | 15 | 23 | 20 | |
| Exceeded High | 5 | 13 | 10 | 8 | 11 | 13 | 17 | 18 | 15 | 20 | 15 | |
| Scenario Percentage | 100% | 93% | 83% | 80% | 69% | 81% | 100% | 90% | 100% | 87% | 75% | |
| Avg Max Increase | 5.54% | 10.08% | 7.85% | 7.64% | 10.02% | 12.13% | 10.43% | 13.25% | 16.44% | 13.67% | 10.00% | |
| Max Increase | 10.27% | 52.68% | 28.27% | 17.83% | 17.58% | 23.63% | 23.34% | 32.68% | 36.66% | 36.31% | 33.03% | |
| Avg Days To Max Increase | 15 | 17 | 15 | 16 | 23 | 19 | 19 | 21 | 21 | 15 | 14 | |
| Avg Max Decline | -2.78% | -0.95% | -0.92% | -1.85% | -1.91% | -1.87% | -1.77% | -4.70% | -2.29% | -3.71% | -1.91% | |
| Max Decline | -12.14% | -7.48% | -3.53% | -7.12% | -5.04% | -8.45% | -8.61% | -17.33% | -7.19% | -14.14% | -9.92% | |
| Avg Days to Max Decline | 5 | 8 | 10 | 5 | 15 | 5 | 9 | 11 | 10 | 6 | 4 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | 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.
