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ScenarioSM Study for June RBOB Gasoline(NYM) as of Jul 11, 2025 | ||||||||||||
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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 | 22 | 32 | 34 | 37 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | |
Closed Higher | 12 | 19 | 18 | 15 | 23 | 20 | 24 | 27 | 20 | 31 | 28 | |
Exceeded High | 11 | 17 | 14 | 12 | 15 | 17 | 24 | 22 | 20 | 28 | 21 | |
Scenario Percentage | 92% | 89% | 78% | 80% | 65% | 85% | 100% | 81% | 100% | 90% | 75% | |
Avg Max Increase | 5.81% | 9.22% | 8.46% | 7.65% | 9.91% | 12.43% | 10.95% | 15.38% | 16.12% | 13.28% | 10.83% | |
Max Increase | 13.51% | 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 | 15 | 19 | 16 | 15 | 23 | 18 | 18 | 20 | 20 | 15 | 16 | |
Avg Max Decline | -2.35% | -1.97% | -1.16% | -1.52% | -2.02% | -1.77% | -1.93% | -4.15% | -2.70% | -3.26% | -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 | 10 | 8 | 5 | 12 | 5 | 8 | 9 | 9 | 5 | 4 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.