MRCI Online
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| ScenarioSM Study for June RBOB Gasoline(NYM) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 17 | 27 | 29 | 32 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 8 | 16 | 16 | 14 | 20 | 19 | 20 | 22 | 17 | 26 | 25 | |
| Exceeded High | 7 | 14 | 13 | 11 | 14 | 16 | 20 | 19 | 17 | 23 | 19 | |
| Scenario Percentage | 88% | 88% | 81% | 79% | 70% | 84% | 100% | 86% | 100% | 88% | 76% | |
| Avg Max Increase | 4.69% | 9.83% | 8.59% | 7.47% | 10.13% | 11.90% | 9.50% | 13.50% | 15.88% | 13.45% | 10.44% | |
| Max Increase | 10.27% | 52.68% | 28.27% | 17.83% | 17.58% | 23.63% | 23.34% | 32.68% | 36.66% | 34.21% | 38.93% | |
| Avg Days To Max Increase | 17 | 18 | 16 | 15 | 24 | 18 | 18 | 21 | 22 | 16 | 16 | |
| Avg Max Decline | -3.26% | -1.25% | -1.27% | -1.60% | -2.13% | -1.75% | -1.80% | -4.48% | -2.98% | -3.67% | -2.75% | |
| 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 | 6 | 8 | 8 | 5 | 13 | 5 | 9 | 10 | 10 | 5 | 4 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | No | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
