MRCI Online
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| ScenarioSM Study for July RBOB Gasoline(NYM) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 4 | 13 | 16 | 17 | 21 | 24 | 24 | 24 | 24 | 24 | 24 |
| Closed Higher | 2 | 7 | 7 | 8 | 9 | 13 | 17 | 11 | 19 | 18 | 13 |
| Exceeded High | 2 | 6 | 6 | 5 | 7 | 12 | 15 | 11 | 17 | 15 | 8 |
| Scenario Percentage | 100% | 86% | 86% | 62% | 78% | 92% | 88% | 100% | 89% | 83% | 62% |
| Avg Max Increase | 3.91% | 5.33% | 8.73% | 7.57% | 13.13% | 9.02% | 12.81% | 17.49% | 12.26% | 12.52% | 6.60% |
| Max Increase | 4.39% | 10.73% | 17.64% | 12.12% | 21.01% | 21.50% | 32.57% | 30.89% | 32.29% | 43.55% | 12.35% |
| Avg Days To Max Increase | 23 | 15 | 18 | 23 | 13 | 19 | 20 | 19 | 17 | 12 | 18 |
| Avg Max Decline | -4.78% | -2.01% | -1.39% | -1.42% | -0.10% | -1.59% | -4.95% | -2.06% | -3.55% | -1.41% | -2.91% |
| Max Decline | -7.41% | -3.52% | -6.49% | -3.35% | -3.19% | -8.15% | -17.05% | -6.69% | -13.26% | -3.89% | -6.34% |
| Avg Days to Max Decline | 14 | 14 | 3 | 14 | 3 | 11 | 12 | 9 | 5 | 4 | 7 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
