MRCI Online
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| ScenarioSM Study for June RBOB Gasoline(NYM) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 15 | 25 | 27 | 30 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | |
| Closed Higher | 6 | 15 | 15 | 12 | 19 | 18 | 19 | 21 | 16 | 25 | 23 | |
| Exceeded High | 5 | 14 | 12 | 10 | 13 | 15 | 19 | 18 | 16 | 22 | 18 | |
| Scenario Percentage | 83% | 93% | 80% | 83% | 68% | 83% | 100% | 86% | 100% | 88% | 78% | |
| Avg Max Increase | 5.54% | 9.83% | 8.55% | 7.85% | 10.02% | 11.85% | 9.70% | 13.25% | 15.72% | 13.78% | 9.09% | |
| 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 | 18 | 17 | 16 | 24 | 18 | 18 | 21 | 22 | 16 | 16 | |
| Avg Max Decline | -2.78% | -1.25% | -1.15% | -1.75% | -2.29% | -1.79% | -1.76% | -4.70% | -3.03% | -3.84% | -2.60% | |
| Max Decline | -12.14% | -7.48% | -3.53% | -7.12% | -7.76% | -8.45% | -8.61% | -17.33% | -14.04% | -14.14% | -10.36% | |
| Avg Days to Max Decline | 5 | 8 | 9 | 5 | 14 | 6 | 9 | 11 | 11 | 5 | 4 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
