MRCI Online
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| ScenarioSM Study for June RBOB Gasoline(NYM) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 30 | 32 | 35 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 10 | 18 | 17 | 15 | 22 | 20 | 23 | 25 | 19 | 29 | 27 | |
| Exceeded High | 9 | 16 | 13 | 12 | 15 | 17 | 23 | 21 | 19 | 26 | 21 | |
| Scenario Percentage | 90% | 89% | 76% | 80% | 68% | 85% | 100% | 84% | 100% | 90% | 78% | |
| Avg Max Increase | 5.27% | 9.37% | 8.59% | 7.65% | 9.91% | 12.43% | 11.09% | 15.57% | 16.32% | 14.15% | 10.83% | |
| Max Increase | 11.90% | 52.68% | 28.27% | 17.83% | 17.58% | 23.63% | 29.57% | 41.84% | 36.66% | 36.31% | 38.93% | |
| Avg Days To Max Increase | 17 | 19 | 16 | 15 | 23 | 18 | 19 | 20 | 21 | 16 | 16 | |
| Avg Max Decline | -2.76% | -1.93% | -1.27% | -1.52% | -2.02% | -1.77% | -2.02% | -4.14% | -2.76% | -3.44% | -2.67% | |
| Max Decline | -12.14% | -12.86% | -3.53% | -7.12% | -7.76% | -8.45% | -8.61% | -17.33% | -14.04% | -14.14% | -10.36% | |
| Avg Days to Max Decline | 5 | 9 | 8 | 5 | 12 | 5 | 8 | 9 | 9 | 5 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | 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.
