|
ScenarioSM Study for July RBOB Gasoline(NYM) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 5 | 14 | 17 | 18 | 22 | 25 | 25 | 25 | 25 | 25 | 25 | |
Closed Higher | 3 | 7 | 7 | 9 | 10 | 13 | 17 | 12 | 20 | 19 | 13 | |
Exceeded High | 3 | 6 | 6 | 5 | 8 | 12 | 15 | 12 | 18 | 16 | 8 | |
Scenario Percentage | 100% | 86% | 86% | 56% | 80% | 92% | 88% | 100% | 90% | 84% | 62% | |
Avg Max Increase | 3.75% | 5.33% | 8.73% | 7.57% | 12.01% | 9.02% | 12.81% | 16.87% | 11.94% | 11.85% | 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 | 17 | 15 | 18 | 23 | 13 | 19 | 20 | 20 | 16 | 12 | 18 | |
Avg Max Decline | -2.41% | -2.01% | -1.39% | -1.42% | -1.10% | -1.59% | -4.95% | -2.06% | -3.46% | -1.33% | -2.91% | |
Max Decline | -7.41% | -3.52% | -6.49% | -3.35% | -8.06% | -8.15% | -17.05% | -6.69% | -13.26% | -3.89% | -6.34% | |
Avg Days to Max Decline | 10 | 14 | 3 | 14 | 4 | 11 | 12 | 8 | 6 | 4 | 7 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |